CME Group Announces The Launch Of New PJM, ISO Electricity Futures Contracts

CME Group Inc., the world's largest and most diverse derivatives exchange, today announced 34 new electricity swap futures contracts, scheduled to begin trading on February 22 for trade date February 23. These contracts are listed with, and subject to, the rules and regulations of NYMEX. The products will be available on the CME ClearPort® electronic clearing and trading systems.

The new swap futures contracts and their commodity codes will be: ISO New England Connecticut Zone 5 MW Peak calendar month day-ahead LMP (P2); ISO New England Connecticut Zone 5 MW off-peak calendar month day ahead LMP (P3); ISO New England South East Massachusetts Zone 5 MW peak calendar month day-ahead LMP (P4); ISO New England South East Massachusetts Zone 5 MW off-peak calendar month day-ahead LMP (P5); ISO New England North East Massachusetts Zone 5 MW peak calendar month day-ahead LMP (P7); ISO New England North East Massachusetts Zone 5 MW off-peak calendar month day-ahead LMP (P8); ISO New England Maine Zone 5 MW peak calendar month day-ahead LMP (P9); ISO New England Maine Zone 5 MW off-peak calendar month day-ahead LMP (W2); ISO New England West Central Massachusetts Zone 5 MW peak calendar month day-ahead LMP (R6); ISO New England West Central Massachusetts Zone 5 MW off-peak calendar month day-ahead LMP (L9); ISO New England New Hampshire Zone 5 MW peak calendar month day-ahead LMP (U2); ISO New England New Hampshire Zone 5 MW off-peak calendar month day-ahead LMP (U3); ISO New England Rhode Island Zone 5 MW peak calendar month day-ahead LMP (U4); ISO New England Rhode Island Zone 5 MW off-peak calendar month day-ahead LMP (U5); ISO New England Internal Hub 5 MW peak calendar month day-ahead LMP (U6); ISO New England Internal Hub 5 MW off-peak calendar month day-ahead LMP (H2); Midwest Independent Transmission System Operator Cinergy Hub 5 MW peak calendar month real-time (H3); Midwest Independent Transmission System Operator Cinergy Hub 5 MW peak calendar month day-ahead (H5); PJM Northern Illinois Hub 5 MW peak calendar month real-time LMP (B3); PJM Northern Illinois Hub 5 MW off-peak calendar month real-time LMP (B6); PJM AEP Dayton Hub 5MW peak calendar month real-time LMP (Z9); PJM AEP Dayton Hub 5 MW off-peak calendar month real-time LMP (V3); PJM ComEd Zone 5 MW peak calendar month day-ahead LMP (D8); PJM ComEd Zone 5 MW off-peak calendar month day-ahead LMP (D9); NYISO Zone A 5 MW peak calendar month day-ahead LBMP (K3); NYISO Zone A 5 MW off-peak calendar month day-ahead LBMP (K4); NYISO Zone C 5 MW peak calendar month day-ahead LBMP (Q5); NYISO Zone C 5 MW off-peak calendar month day-ahead LBMP (A3); NYISO Zone G 5 MW peak calendar month day-ahead LBMP (T3); NYISO Zone G 5 MW off-peak calendar month day-ahead LBMP (D2); NYISO Zone J 5 MW peak calendar month day-ahead LBMP (D3); NYISO Zone J 5 MW off-peak calendar month day-ahead LBMP (D4); PJM Duquesne Zone 5 MW peak calendar month day-ahead LMP (D5); and PJM Duquesne Zone 5 MW off-peak calendar month day-ahead LMP (D6).

The peak contracts will be 80 megawatt hours in size and the off-peak contracts will be five megawatt hours.

The electricity swaps futures contracts that were launched in December 2008 currently have open interest above 4.9 million contracts. The peak contracts are also 80 megawatt hours in size and the off-peak contracts are five megawatt hours.

For more information, please visit www.nymex.com.