The first futures product to be launched is the NYMEX 3-2-1 PLUS, an energy index that combines the values of 3 light sweet crude oil contracts, 2 RBOB gasoline contracts, 1 heating oil contract, and 1 natural gas contract. The total value is then divided by a factor of ten in the spot futures contract. This ensures the underlying NYMEX contracts are of the same expiration month and the index is rolled to the next month one day prior to the earliest expiration of any component.

Both futures and options are expected to list on the NYMEX 3-2-1 PLUS energy index. It will be launched on January 21 for the trade date of January 22, 2007. The index will trade on the Exchange floor and CME Globex®, and be available for clearing by the NYMEX ClearPort® clearing platform.

Overview

Fact card