CFTC Commissioners
September 21, 2005
Page 5

Should you have any questions concerning the above, please contact the undersigned
at (212) 299-2207.

Very truly yours,

Brian Regan
Vice President & Counsel

ce: Christopher K. Bowen
George Henderson
Michael Campanelli
Donna Talamo


CFTC Commissioners
September 21, 2005

Page 4

(D)

On September 21, 2005, the Exchange added a call and a put:

32. at the strike price of 19000 for the November 2005 contract month of the
Natural Gas option contract;

33. at the strike prices of 14750 and 29700 for the December 2005 contract
month of the Natural Gas option contract;

34. at the strike prices of 28300, 42500 and 48000 for the December 2005
contract month of the Heating Oil option contract;

35. at the strike price of 9200 for the December 2005 contract month of the
Crude Oil option contract;

36. at the strike price of 8800 for the January 2006 contract month of the
Crude Oil option contract;

37. at the strike price of 17500 for the February 2006 contract month of the
Natural Gas option contract;

38. at the strike prices of 14450 and 15400 for the March 2006 contract
month of the Natural Gas option contract;

39. at the strike price of 560 for the April 2006 contract month of the Gold
option contract;

40. at the strike price of 570 for the June 2006 contract month of the Gold
option contract; and

41: at the strike price of 11250 for the December 2006 contract month of the
Natural Gas option contract.

Pursuant to the terms of COMEX Rule 15.03(c), COMEX Rule 16.03, COMEX Rule
17.04 and NYMEX Rule 300.20, the strike prices noted above are in increments that are
consistent with the pricing for the underlying futures contract. COMEX Rule 15.03(c), COMEX
Rule 16.03, COMEX Rule 17.04 and NYMEX Rule 300.20 permit such directed strike prices to
be effective upon adoption, provided that notice to the CFTC is given within three business days
of the strike price listing.


rr

September 21, 2005

2
e. &
BY EMAIL Pre)
Office of the Secretariat Ea
Commodity Futures Trading Commission oO
Three Lafayette Centre m ~
1155 21st Street, N.W. SE a
Washington, D.C. 20581 5 ~

Re:

Certification: New York Mercantile Exchange, Inc.
Submission #05. 165 (Listing of Additional Strike Prices for the

Gold, Silver, Copper, Heating Oil, Crude Oil, Natural Gas, and Unleaded
Gasoline Option Contracts)

Dear CFTC Commissioners:

Pursuant to COMEX Rule 15.03(c), COMEX Rule 16.03, COMEX Rule 17.04 and
NYMEX Rule 300.20, the President of the New York Mercantile Exchange, Inc. (“Exchange”)
has directed that additional strike prices be added for certain contract months in the Gold,
Silver, Copper, Heating Oil, Crude Oil, Natural Gas and Unleaded Gasoline option contracts as
detailed below:

(A) On September 16, 2005, the Exchange added a call and a put:

1. atthe strike prices of 19250 and 19750 for the October 2005 contract
month of the Natural Gas option contract;

2. at the strike prices of 14400 and 17500 for the November 2005 contract
month of the Natural Gas option contract;

3. at the strike price of 26200 for the December 2005 contract month of the
Unleaded Gasoline option contract;

4. atthe strike prices of 13550, 15100 and 17500 for the December 2005
contract month of the Natural Gas option contract;

5. atthe strike prices of 24300 and 30800 for the December 2005 contract
month of the Heating Oil option contract;

6. atthe strike prices of 13850 and 16200 for the January 2006 contract
month of the Natural Gas option contract;

7. atthe strike price of 31500 for the January 2006 contract month of the
Heating Oil option contract;


CFTC Commissioners
September 21, 2005

Page 2

(B)

8. atthe strike prices of 13700, 15800 and 16900 for the February 2006
contract month of the Natural Gas option contract;

9. at the strike prices of 12300, 13300, 14700, 15800 and 17750 for the
March 2006 contract month of the Natural Gas option contract;

10. at the strike prices of 12400 and 14250 for the April 2006 contract month
of the Natural Gas option contract;

11. at the strike price of 12000 for the September 2006 contract month of the
Natural Gas option contract;

12. at the strike price of 10600 for the March 2007 contract month of the
Natural Gas option contract;
On September 19, 2005, the Exchange added a call and a put:

13. at the strike price of 172 for the November 2005 contract month of the
Copper option contract;

14. at the strike price of 510 for the November 2005 contract month of the
Gold option contract;

15. at the strike price of 192 for the November 2005 contract month of the
Copper option contract;

16. at the strike price of 900 for the November 2005 contract month of the
Silver option contract;

17. at the strike price of 1300 for the December 2005 contract month of the
Silver option contract;

18. at the strike price of 10900 for the December 2006 contract month of the
Natural Gas option contract;

19. at the strike price of 10900 for the March 2007 contract month of the
Natural Gas option contract;


CFTC Commissioners
September 21, 2005

Page 3

(C)

On September 20, 2005, the Exchange added a call and a put:

20. at the strike price of 650 for the August 2005 contract month of the Gold
option contract;

21. at the strike price of 15600 for the November 2005 contract month of the
Natural Gas option contract;

22. at the strike prices of 13600, 13750 and 14400 for the December 2005
contract month of the Natural Gas option contract;

23. at the strike price of 40000 for the January 2006 contract month of the
Heating Oil option contract;

24. at the strike price of 8900 for the January 2006 contract month of the
Crude Oi! option contract;

25. at the strike price of 8700 for the February 2006 contract month of the
Crude Oil option contract;

26. at the strike prices of 16300 and 17400 for the February 2006 contract
month of the Natural Gas option contract;

27. at the strike prices of 14100, 16500, 16600 and 23500 for the March 2006
contract month of the Natural Gas option contract;

28. at the strike price of 10250 for the June 2006 contract month of the
Natural Gas option contract;

29. at the strike price of 30000 for the January 2007 contract month of the
Natural Gas option contract;

30. at the strike price of 30000 for the February 2007 contract month of the
Natural Gas option contract;

31. at the strike price of 30000 for the March 2007 contract month of the
Natural Gas option contract;