The contracts will be traded on the NYMEX ACCESS® system from 7:30 to 9:00 A.M., Mondays through Fridays, and available for exchange of futures for swaps and exchange of futures for physicals transactions until 2:30 P.M. through the Exchange's OTC services website. Each of the contracts will be listed 36 months forward.
These products include:
- Three financially settled electricity contracts, each for 400 megawatt hours, based on the day-ahead locational based marginal prices reported for New York Independent System Operator Zones A, G, and J.
- 12 natural gas basis contracts, each for 2,500 million British thermal units (mmBtu), based on the price reported by Platts Inside F.E.R.C. minus the NYMEX Division natural gas futures settlement price for the following indices: Northern Natural Gas Co. Demarcation index and Ventura, Iowa, index; Dominion Transmission Inc. Appalachia index; Northeast Texas Eastern zone M-3 index; upper midwest, MichCon citygate index; Natural Gas Pipeline Co. of America, Louisiana zone index, mid-continent zone index, and Texok index; El Paso Natural Gas Co. Permian Basin index; Columbia Gas Transmission Corp Appalachia index; ANR Pipeline Co. Oklahoma index; and Northwest Pipeline Corp. Canadian border index.
- Two natural gas basis contracts, each for 2,500 million British thermal units (mmBtu), based on the price reported for PG&E citygate and Malin in the Natural Gas Intelligence bid-week survey.
- A crude oil swaps contract of 1,000 barrels based on the Platts price quotation for Bow River crude oil at Hardisty minus the NYMEX Division light, sweet crude oil futures settlement.
- Three swaps contracts, each for 42,000 gallons, based on the Platts price quotations for Gulf Coast number 6 3.0% sulfur fuel oil; Los Angeles CARB gasoline; and New York harbor 1.0% sulfur residual fuel.
- Two crack swaps, each for 1,000 barrels, one for the Platts-quoted price for New York harbor residual fuel minus the settlement price for light, sweet crude oil futures and the other for the Platts-quoted price for Gulf Coast number 6 3.0% sulfur fuel oil minus the NYMEX Division light, sweet crude oil futures settlement.
- Two calendar swaps contracts, one based on NYMEX Division heating oil futures and the other based on NYMEX Division unleaded gasoline futures.
- A swaps contract based on the differential between the NYMEX Division unleaded gasoline futures price and the NYMEX Division heating oil futures price.
- A spread swaps contract based on the differential between the Platts-quoted prices for Gulf Coast heating oil and Gulf Coast gasoline.
- Three swaps based on the Platts-quoted prices minus the heating oil futures settlement price for the following products: Los Angeles jet fuel, Gulf Coast jet fuel, and New York harbor diesel.
- Two swaps based on the Platts-quoted prices minus the NYMEX Division gasoline futures settlement for Los Angeles CARB gasoline and New York Harbor conventional gasoline.
Contract codes will be as follows:
- NYISO A swap KA
- NYISO G swap: KG
- NYISO J swap: KJ
- MichCon Basis swap: NF
- Permian Basis swap: PM
- Texas Eastern Zone M-3 Basis swap: NX
- TCO Basis Swap: TC
- PG&E Malin Basis Swap: PB
- PG&E Citygate Basis Swap: PC
- NGPL Tex / Ok Basis Swap: PD
- NGPL LA Basis Swap: NY
- ANR Oklahoma Basis Swap: NE
- Sumas Basis Swap: NK
- NGPL Mid-Continent Basis Swap: NL
- Northern Natural Gas Demarcation Basis Swap: PE
- Northern Natural Gas Ventura, Iowa, Basis Swap: PF
- Dominion Transmission Inc. - Appalachia Basis Swap: PG
- WTI-Bow River Swaps MA Gulf Coast Gasoline vs. Gulf Coast Heating Oil Spread Swaps: MD
- Gulf Coast Jet vs. NYMEX No. 2 Heating Oil Spread Swaps: ME
- Gulf Coast No. 6 Fuel Oil 3.0%S Swaps: MF
- Gulf Coast No. 6 Fuel Oil Crack Swaps: MG
- Los Angeles CARB Gasoline Swaps: MH
- Los Angeles CARB Gasoline vs. NYMEX Gasoline Swaps: MI
- New York Harbor Conv. Gasoline vs. NYMEX Unleaded Gasoline Spread Swaps: MJ
- New York Harbor LS Diesel vs. NYMEX No. 2 Heating Oil Spread Swaps: MK
- New York Harbor Residual Fuel Crack Swaps: ML
- New York Harbor Residual Fuel 1.0%S Swaps: MM
- NYMEX Gasoline vs. NYMEX Heating Oil Swaps: MR
- NYMEX Gasoline Calendar Swaps: MS
- NYMEX New York Harbor Heating Oil Calendar Swaps: MP
- L.A. Jet Fuel vs. NYMEX No. 2 Heating Oil Spread Swaps: MQ
