CFTC Commissioners
September 28, 2005
Page 4

34. at the strike price of 10450 for the September 2006 contract month of the
Natural Gas option contract;

35. at the strike price of 24100 for the October 2006 contract month of the
Heating Oil option contract; and

36. at the strike price of 11300 for the March 2007 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.

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


September 28, 2005

BY EMAIL

Office of the Secretariat

Commodity Futures Trading Commission
Three Lafayette Centre

1155 21st Street, N.W.

Washington, D.C. 20581

Re: Certification: New York Mercantile Exchange, Inc.
Submission #05.172 (Listing of Additional Strike Prices for the
Gold, Silver, Copper, Heating 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, Natural Gas and Unleaded Gasoline option contracts as detailed
below:

(A) | On September 23, 2005, the Exchange added a call and a put:

1. at the strike price of 31000 for the November 2005 contract month of the
Unleaded Gasoline option contract;

2. at the strike price of 25000 for the November 2005 contract month of the
Natural Gas option contract;

3. at the strike prices of 14350 and 30000 for the December 2005 contract
month of the Natural Gas option contract;

4. at the strike price of 570 for the December 2005 contract month of the
Gold option contract;

5. at the strike prices of 34800 and 53000 for the December 2005 contract
month of the Heating Oil option contract;

6. at the strike price of 30000 for the January 2006 contract month of the
Heating Oil option contract;


CFTC Commissioners
September 28, 2005

Page 2

(B)

7. atthe strike price of 14150 for the March 2006 contract month of the
Natural Gas option contract;

8. at the strike prices of 12200, 12600 and 15500 for the April 2006 contract
month of the Natural Gas option contract;

9. at the strike price of 11950 for the May 2006 contract month of the
Natural Gas option contract;

10. at the strike price of 1600 for the July 2006 contract month of the Silver
option contract.

11. at the strike price of 8000 for the March 2007 contract month of the
Natural Gas option contract;

On September 26, 2005, the Exchange added a call and a put:

12. at the strike prices of 36000 and 45000 for the December 2005 contract
month of the Unleaded Gasoline option contract;

13. at the strike price of 900 for the May 2006 contract month of the Silver
option contract;

14. at the strike price of 15900 for the January 2006 contract month of the
Natural Gas option contract;

15. at the strike prices of 8100 and 13000 for the June 2006 contract month
of the Natural Gas option contract;

16. at the strike price of 13000 for the September 2006 contract month of the
Natural Gas option contract;

17. at the strike price of 13000 for the December 2006 contract month of the
Natural Gas option contract;

18. at the strike price of 11100 for the March 2007 contract month of the
Natural Gas option contract;

19. at the strike prices of 72 and 172 for the October 2005 contract month of
the Copper option contract;


CFTC Commissioners
September 28, 2005

Page 3

(C)

On September 27, 2005, the Exchange added a call and a put:

20. at the strike price of 24100 for the October 2005 contract month of the
Heating Oil option contract;

21. at the strike price of 29000 for the November 2005 contract month of the
Unleaded Gasoline option contract;

22. at the strike price of 39000 for the December 2005 contract month of the
Heating Oil option contract;

23. at the strike prices of 13800 and 14800 for the December 2005 contract
month of the Natural Gas option contract;

24. at the strike price of 25400 for the January 2006 contract month of the
Heating Oil option contract;

25. at the strike price of 24100 for the March 2006 contract month of the
Heating Oil option contract;

26. at the strike prices of 13550 and 19500 for the March 2006 contract
month of the Natural Gas option contract;

27. at the strike price of 14900 for the April 2006 contract month of the
Natural Gas option contract;

28. at the strike price of 24100 for the April 2006 contract month of the
Heating Oil option contract;

29. at the strike price of 24100 for the May 2006 contract month of the
Heating Oil option contract;

30. at the strike price of 24100 for the June 2006 contract month of the
Heating Oil option contract;

31. at the strike price of 24100 for the July 2006 contract month of the
Heating Oil option contract;

32. at the strike prices of 10500 and 14000 for the July 2006 contract month
of the Natural Gas option contract;

33. at the strike price of 24100 for the August 2006 contract month of the
Heating Oil option contract;