Spreadsheet: joe_parks__14786__Day 1 Product Database4_24_02
Sheet: proposed initial list

Product |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Tradeable
Name | Priority | Description | Group | Type | Symbol | [NAME] | NYMEX Venue (Floor, ACCESS, OTC) | Settlement Type | Contract Unit | Trading Unit (contract multiples) | Unit Type | Last Trade Date | Settlement Price Date | Last EFP Date | Last Payment Date | Last Day in System | First Notice of Intent | Last Notice of Intent | First Notice Date | Last Notice Date | First Delivery Date | Last Delivery Date | Delivery alias | Trading Limits | Other Notes | Price Index Reference | Outrights | Strips | Spreads | Price Type | Price Type | Minimum Price Fluctuation | Forward Availability
Dubai Crude Oil Calendar Swap | Day 1 | The Floating Price is equal to the arithmetic average of the Platt's Dubai  Frontline mean during the contract month. | oil | oil financial | DC | DUBAICAL | OTC | financial | 1000 Barrels | n.a. | standard | Last business day of the month before contract month | First business day of month after contract month | First business day of month after contract month | First business day of month after contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | delivered | yes | yes |  | Full | + | $0.01 | 36 nearby consecutive
LLS Crude Oil | Day 1 | Louisiana Light Sweet crude future delivered at St. James, Louisiana. | oil | oil physical | LS | LLGRADE | OTC | Physical | 1000 Barrels | n.a. | standard | 3 business days prior to 25th (prior business day) of month prior to contract month | 3 business days prior to 25th (prior business day) of month prior to contract month | 1 business day after Last Trade Date | 20th day of month after contract month (if not a business day, next business day if Sunday or Monday else prior) | 5 business days after Last Payment Date | 1 business day after Last Trade Date | 1 business day after Last Trade Date | 2 business days after Last Trade Date | 2 business days after Last Trade Date | 1st day of contract month | last business day of contract month | MIDCL |  |  | delivered | yes | yes | LS:CL | Full | + | $0.01 | up to 18 months
Mars Blend Crude Oil | Day 1 | Mars Blend Crude Oil delivered at LOOP in Clovelly, LA | oil | oil physical | MB | MARSGRADE | OTC | Physical | 1000 Barrels | n.a. | standard | 3 business days prior to 25th (prior business day) of month prior to contract month | 3 business days prior to 25th (prior business day) of month prior to contract month | 1 business day after Last Trade Date | 20th day of month after contract month (if not a business day, next business day if Sunday or Monday else prior) | 5 business days after Last Payment Date | 1 business day after Last Trade Date | 1 business day after Last Trade Date | 2 business days after Last Trade Date | 2 business days after Last Trade Date | 1st day of contract month | last business day of contract month | MARCL |  |  | delivered | yes | yes | MB:CL | Full | + | $0.01 | up to 18 months
WTI Calendar Swap | Day 1 | The Floating Price is equal to the arithmetic average of the NYMEX Light Sweet Crude Oil Futures 1st nearby contract settlement price during the contract month.  This takes into account that the 1st nearby contract month changes several days before the 25th day of the calendar month (depending on the month).  Thus, on average, the floating price is calculated from 14 settlements from one contract month and 7 settlements from the subsequent contract month. | oil | oil financial | CS | WTICAL | OTC | financial | 1000 Barrels | n.a. | standard | Last business day of the month before contract month | First business day of month after contract month | First business day of month after contract month | First business day of month after contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | NYMEX | yes | yes |  | Full | + | $0.01 | 36 nearby consecutive
West Texas Intermediate Midland Crude Oil | Day 1 | WTI crude Oil delivered at Midland, Texas | oil | oil physical | CM | TIMIDGRADE | OTC | Physical | 1000 Barrels | n.a. | standard | 3 business days prior to 25th (prior business day) of month prior to contract month | 3 business days prior to 25th (prior business day) of month prior to contract month | 1 business day after Last Trade Date | 20th day of month after contract month (if not a business day, next business day if Sunday or Monday else prior) | 5 business days after Last Payment Date | 1 business day after Last Trade Date | 1 business day after Last Trade Date | 2 business days after Last Trade Date | 2 business days after Last Trade Date | 1st day of contract month | last business day of contract month | MIDCL |  |  | delivered | yes | yes | CM:CL | Full | + | $0.01 | up to 18 months
WTS Crude Oil | Day 1 | West Texas Sour crude future delivered at Midland, Texas. | oil | oil physical | TS | TSGRADE | OTC | Physical | 1000 Barrels | n.a. | standard | 3 business days prior to 25th (prior business day) of month prior to contract month | 3 business days prior to 25th (prior business day) of month prior to contract month | 1 business day after Last Trade Date | 20th day of month after contract month (if not a business day, next business day if Sunday or Monday else prior) | 5 business days after Last Payment Date | 1 business day after Last Trade Date | 1 business day after Last Trade Date | 2 business days after Last Trade Date | 2 business days after Last Trade Date | 1st day of contract month | last business day of contract month | WTSCO |  |  | delivered | yes | yes | TS:CL | Full | + | $0.01 | up to 18 months
N.Y. Harbor Unleaded Gasoline Crack Spread Calendar Swap | Day 1 | The Floating Price is  to equal to the arithmetic average of the NYMEX N.Y. Harbor Unleaded gasoline Futures 1st neqarby contract settlement price minus the NYMEX Light Sweet Crude Oil Futures 1st nearby contract settlement price during the contract month. | oil | oil crack | UK | NYHUNLCRCK | OTC | financial | 1000 Barrels | n.a. | standard | Last business day of the month before contract month | First business day of month after contract month | First business day of month after contract month | First business day of month after contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | NYMEX | yes | yes |  | Diff | ± | $0.01 | 6 Nearby Months
U.S. Gulf Coast No. 2 Crack Spread Calendar Swap | Day 1 | The Floating Price is equal to the arithmetic average of Platt's U.S. Gulf Coast Pipeline No. 2 mean minus the NYMEX Light Sweet Crude Oil Futures 1st nearby contract settlement price during the contract month | oil | oil crack | RD | USGNO2CRCK | OTC | financial | 1000 Barrels | n.a. | standard | Last business day of the month before contract month | First business day of month after contract month | First business day of month after contract month | First business day of month after contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | Platt's/NYMEX | yes | yes |  | Diff | ± | $0.01 | 6 Nearby Months
U.S. Gulf Coast Unl 87 Crack Spread Calendar Swap | Day 1 | The Floating Price is equal to the arithmetic average of Platt's U.S. Gulf Coast Pipeline Unl 87 gasoline mean minus the NYMEX Light Sweet Crude Oil Futures 1st nearby contract settlement price during the contract month. | oil | oil crack | RU | USGUNLCRCK | OTC | financial | 1000 Barrels | n.a. | standard | Last business day of the month before contract month | First business day of month after contract month | First business day of month after contract month | First business day of month after contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | Platt's/NYMEX | yes | yes |  | Diff | ± | $0.01 | 6 Nearby Months
N.Y. Harbor Heating Oil Crack Spread Calendar Swap | Day 1 | The Floating Price is equal to the arithmetic average of the NYMEX N.Y. Harbor No. 2 Heating Oil Futures 1st nearby settlement price minus the NYMEX Light Sweet Crude Oil Futures 1st nearby contract settlement price during the contract month | oil | oil crack | HK | NYHNO2CRCK | OTC | financial | 1000 Barrels | n.a. | standard | Last business day of the month before contract month | First business day of month after contract month | First business day of month after contract month | First business day of month after contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | NYMEX | yes | yes |  | Diff | ± | $0.01 | 6 Nearby Months
No. 2 Up-Down Spread Calendar Swap | Day 1 | The Floating Price is equal to the arithmetic average of Platt's U.S. Gulf Pipeline No. 2 mean minus the NYMEX NY Harbor Heating Oil Futures 1st nearby contract settlement price during the contract month. | oil | products basis | UT | NO2UPDOWN | OTC | financial | 42000 gallons | n.a. | standard | Last business day of the month before contract month | First business day of month after contract month | First business day of month after contract month | First business day of month after contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | Platt's/NYMEX | yes | yes |  | Diff | ± | $0.0001 | 6 Nearby Months
[NAME] Up-Down Spread Calendar Swap | Day 1 | The Floating Price is equal to the arithmetic average of Platt's U.S. Gulf Coast Unl 87 gasoline mean minus the NYMEX NY Harbor Gasoline Futures 1st nearby contract settlement price during the contract month. | oil | products basis | UU | UNLUPDOWN | OTC | financial | 42000 gallons | n.a. | standard | Last business day of the month before contract month | First business day of month after contract month | First business day of month after contract month | First business day of month after contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | Platt's/NYMEX | yes | yes |  | Diff | ± | $0.0001 | 6 Nearby Months
Mid-Columbia Electricity | Day 1 | On-peak power delivered to the Mid-Columbia during all peak hours of the delivery month | electricity | electric physical west | KM | MIDCPEAK | OTC | physical | 400 MWh | must trade in contract multiples consistent with number of peak days in month (between 19 and 23) | VCU | 3 business days prior to contract month (subject to change) | 3 business days prior to contract month | 1 business day after Last Trade Date | 20th day of month after contract month (if not a business day, next business day if Sunday or Monday else prior) | 5 business days after Last Payment Date | 1 business day after Last Trade Date | 1 business day after Last Trade Date | 2 business days after Last Trade Date | 2 business days after Last Trade Date | 1st peak day of delivery month as per NERC calendar | last peak day of delivery month as per NERC calendar |  |  |  | delivered | yes | yes | yes | full | + | 0.01 | 36 consecutive months
Palo Verde Electricity | Day 1 | On-peak power delivered to the Palo Verde Switchyard during all peak hours of the delivery month | electricity | electric physical west | KV | [NAME] | OTC | physical | 400 MWh | must trade in contract multiples consistent with number of peak days in month (between 19 and 23) | VCU | 3 business days prior to contract month (subject to change) | 3 business days prior to contract month | 1 business day after Last Trade Date | 20th day of month after contract month (if not a business day, next business day if Sunday or Monday else prior) | 5 business days after Last Payment Date | 1 business day after Last Trade Date | 1 business day after Last Trade Date | 2 business days after Last Trade Date | 2 business days after Last Trade Date | 1st peak day of delivery month as per NERC calendar | last peak day of delivery month as per NERC calendar |  |  |  | delivered | yes | yes | yes | full | + | 0.01 | 36 consecutive months
PJM West Electricity | Day 1 | On-peak power delivered to PJM West during all peak hours of the delivery month | electricity | electric physical east | QJ | PJMWPEAK | OTC | physical | 400 MWh | must trade in contract multiples consistent with number of peak days in month (between 19 and 23) | VCU | 3 business days prior to contract month (subject to change) | 3 business days prior to contract month | 1 business day after Last Trade Date | 20th day of month after contract month (if not a business day, next business day if Sunday or Monday else prior) | 5 business days after Last Payment Date | 1 business day after Last Trade Date | 1 business day after Last Trade Date | 2 business days after Last Trade Date | 2 business days after Last Trade Date | 1st peak day of delivery month as per NERC calendar | last peak day of delivery month as per NERC calendar |  |  |  | delivered | yes | yes | yes | full | + | 0.01 | 36 consecutive months
[NAME] | Day 1 | The Floating Price for each contract month will be equal to the NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas financial | NN | HENRYHSWAP | ACCESS, OTC | financial | 10,000 Mmbtu | n.a. | standard | 3 business days prior to contract month | 3 business days prior to contract month | 3 business days prior to contract month | 3 business days prior to contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A |  |  |  | NYMEX | yes | yes |  | Full | + | $0.001 | 36 consecutive months
Alberta Basis Swap | Day 1 | The Floating Price for each contract month will be equal to CGPR's AECO/NIT Index (priced in U.S. dollars per mcf) minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | NA | ALBERBASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | CGPR | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months
Chicago Basis Swap | Day 1 | The Floating Price  for each contract month will be equal to Natural Gas Intelligence Chicago City Gate Index price minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | NB | CHICABASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | NGI | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months
Henry Hub Basis Swap | Day 1 | The Floating Price for each contract month will be equal to Inside FERC's Gas Market Report [NAME] price minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | HB | HENRYBASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | Platt's IFERC | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months
Houston Ship Channel Basis Swap | Day 1 | The Floating Price for each contract month will be equal to Inside FERC's Gas Market Report Houston Ship Channel price minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | NH | SHPCHBASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | Platt's IFERC | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months
Northwest Pipeline, Rockies Basis Swap | Day 1 | The Floating Price for each contract month will be equal to Inside FERC's Gas Market Report Northwest Pipeline, Rockies  price minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | NR | NWROKBASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | Platt's IFERC | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months
Panhandle Basis Swap | Day 1 | The Floating Price for each contract month will be equal to Inside FERC's Gas Market Report Panhandle Eastern Pipe Line Co., Texas, [NAME] (mainline) Index  price minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | PH | PNHANBASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | Platt's IFERC | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months
San Juan Basis Swap | Day 1 | The Floating Price for each contract month will be equal to Inside FERC's Gas Market Report El Paso San Juan Basin Index price minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | NJ | JUANBASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | Platt's IFERC | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months
SoCal Basis Swap | Day 1 | The Floating Price for each contract month will be equal to Natural Gas Intelligence Socal Gas Index price minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | NS | SOCALBASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | NGI | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months
Transco Zone 6 Basis Swap | Day 1 | The Floating Price for each contract month will be equal to Inside FERC's Gas Market Report Transco Zone 6  price minus the  NYMEX ([NAME]) Natural Gas Futures contract final settlement price of the corresponding contract month on the last trading day for that contract month. | natgas | natgas basis | NZ | TRNZ6BASIS | OTC | financial | 2,500 Mmbtu | must trade in contract multiples consistent with number of calendar days in month (between 28 and 31) | VCU | Last business day of the month before contract month | First business day of contract month | First business day of contract month | First business day of contract month | 5 business days after Last Payment Date | N/A | N/A | N/A | N/A | N/A | N/A | N/A |  |  | Platt's IFERC | yes | yes |  | Diff | ± | 0.0025 | 24 consecutive months