CME Group to Launch 26 New Monthly PJM Electricity Futures Contracts on

by Chicago Mercantile Exchange 20 Nov 15:43

CHICAGO, Nov. 20 /PRNewswire-FirstCall/ — CME Group, the world’s largest
and most diverse derivatives exchange, today announced that it will launch 26
new PJM peak and off-peak electricity swap futures contracts on ClearPort®,
beginning December 7 for trade date December 8.

The contracts and their commodity codes are: PJM Northern Illinois Hub peak
calendar month day-ahead LMP (N3); PJM Northern Illinois off-peak calendar
month day-ahead LMP (L3); PJM AECO Zone peak calendar month day-ahead LMP
(A1); PJM AECO Zone off-peak calendar month day-ahead LMP (X1); PJM AEP
Dayton Hub peak calendar month day-ahead LMP (D7); PJM AEP Dayton Hub
off-peak calendar month day-ahead LMP (R7); PJM APS Zone peak calendar month
day-ahead LMP (S4); PJM APS Zone off-peak calendar month day-ahead LMP (W4);
PJM BGE Zone peak calendar month day-ahead LMP (E3); PJM BGE Zone off-peak
calendar month day-ahead LMP (R3); PJM DPL Zone peak calendar month day-ahead
LMP (L8); PJM DPL Zone off-peak calendar month day-ahead LMP (E8); PJM Eastern
Hub peak calendar month day-ahead LMP (E9); PJM Eastern Hub off-peak calendar
month day-ahead LMP (O9); PJM JCPL Zone peak calendar month day-ahead LMP
(J2); PJM JCPL Zone off-peak calendar month day-ahead LMP (F2); PJM PEPCO
Zone peak calendar month day-ahead LMP (R8); PJM PEPCO Zone off-peak calendar
month day-ahead LMP (Q8); PJM PPL Zone peak calendar month day-ahead LMP Swap
Futures Contract (L5); PJM PPL Zone off-peak calendar month day-ahead LMP
(F5); PJM PSEG Zone peak calendar month day-ahead LMP (L6); PJM PSEG Zone
off-peak calendar month day-ahead LMP (W6); PJM Western Hub peak calendar
month day-ahead LMP (J4); PJM Western Hub off-peak calendar month day-ahead
LMP (E4); PJM Western Hub peak calendar month real-time LMP (F9); and PJM
Western Hub off-peak calendar month real-time LMP (N9).

These contracts will be financially settled using PJM day-ahead and real time
prices. They will be listed for the current year plus the next five calendar
years, beginning with the January 2009 contract. The contract size will be 80
megawatt hours (5 megawatt hours per hour) for the peak contracts and 5
megawatt hours for the off-peak contracts. The minimum price fluctuation will
be $0.05 per megawatt hour.

For more information, please visit http://www.nymex.com/.

CME Group (http://www.cmegroup.com/) is the world’s largest and most diverse
derivatives exchange. Building on the heritage of CME, CBOT and NYMEX, CME
Group serves the risk management needs of customers around the globe. As an
international marketplace, CME Group brings buyers and sellers together on
the CME Globex electronic trading platform and on trading floors in Chicago
and New York. By acting as the buyer to every seller and the seller to every
buyer, CME Clearing virtually eliminates counterparty credit risk. CME
Clearing also offers $7 billion in financial safeguards to help mitigate
systemic risk, providing the security and confidence market participants need
to operate, invest and grow. CME Group offers the widest range of benchmark
products available across all major asset classes, including futures and
options based on interest rates, equity indexes, foreign exchange, energy,
agricultural commodities, metals, and alternative investment products such as
weather and real estate. CME Group is listed on NASDAQ under the symbol
“CME”.

The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex and
E-mini, are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago
Board of Trade are trademarks of the Board of Trade of the City of Chicago.
NYMEX, New York Mercantile Exchange, and ClearPort are trademarks of New York
Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc.
All other trademarks are the property of their respective owners. Further
information about CME Group and its products can be found at
http://www.cmegroup.com/.

CME-G

SOURCE: CME Group

CONTACT: media, Anu Ahluwalia, +1-212-299-2439, or Allan Schoenberg,
+1-312-930-8189, news@cmegroup.com, or investors, John Peschier,
+1-312-930-2439, all of CME Group

Web site: http://www.cmegroup.com/
http://www.cme.com/
http://www.nymex.com/
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