(a) Authority. The Commission hereby delegates, until it orders otherwise, to the Director of the Division of Market Oversight or such other employee or employees as the Director may designate from time to time, the authority:
(1) To determine whether swaps fall within specific swap categories as described in Sec. 43.6(b);
(2) To determine and publish post-initial, appropriate minimum block sizes as described in Sec. 43.6(f); and
(3) To determine post-initial cap sizes as described in Sec. 43.4(h).
(b) Submission for Commission consideration. The Director of the Division of Market Oversight may submit to the Commission for its consideration any matter that has been delegated pursuant to this section.
(c) Commission reserves authority. Nothing in this section prohibits the Commission, at its election, from exercising the authority delegated in this section. [78 FR 32940, May 31, 2013]
Sec. Appendix A to Part 43--Data Fields for Public Dissemination
The data fields described in Table A1 and Table A2, to the extent applicable for a particular publicly reportable swap transaction, shall be publicly disseminated pursuant to part 43. Table A1 and Table A2 provide guidance for compliance with the reporting and public dissemination of each data field. Reporting parties, registered swap execution facilities and designated contract markets shall report swap transaction and pricing data necessary to publicly disseminate such data, pursuant to part 43 and this appendix A to part 43, to a registered swap data repository as soon as technologically practicable after execution of the publicly reportable swap transaction. A registered swap data repository shall publicly disseminate the information in Table A1 and A2 in a consistent form and manner for swaps within the same asset class. [GRAPHIC] [TIFF OMITTED] TR09JA12.004 [GRAPHIC] [TIFF OMITTED] TR09JA12.005 [GRAPHIC] [TIFF OMITTED] TR09JA12.006 [GRAPHIC] [TIFF OMITTED] TR09JA12.007 [GRAPHIC] [TIFF OMITTED] TR09JA12.008 [GRAPHIC] [TIFF OMITTED] TR09JA12.009 [GRAPHIC] [TIFF OMITTED] TR09JA12.010 [GRAPHIC] [TIFF OMITTED] TR09JA12.011 [GRAPHIC] [TIFF OMITTED] TR09JA12.012 [GRAPHIC] [TIFF OMITTED] TR09JA12.013 [GRAPHIC] [TIFF OMITTED] TR09JA12.014 [GRAPHIC] [TIFF OMITTED] TR09JA12.015 [GRAPHIC] [TIFF OMITTED] TR09JA12.016 [GRAPHIC] [TIFF OMITTED] TR09JA12.017 Sec. Appendix B to Part 43--Enumerated Physical Commodity Contracts and
Other Contracts
Enumerated Physical Commodity Contracts
Agriculture ICE Futures U.S. CocoaICE Futures U.S. Coffee CChicago Board of Trade CornICE Futures U.S. Cotton No. 2ICE Futures U.S. FCOJ-AChicago Mercantile Exchange Live CattleChicago Board of Trade OatsChicago Board of Trade Rough RiceChicago Board of Trade SoybeansChicago Board of Trade Soybean MealChicago Board of Trade Soybean OilICE Futures U.S. Sugar No. 11ICE Futures U.S. Sugar No. 16Chicago Board of Trade WheatMinneapolis Grain Exchange Hard Red Spring WheatKansas City Board of Trade Hard Winter WheatChicago Mercantile Exchange Class III MilkChicago Mercantile Exchange Feeder CattleChicago Mercantile Exchange Lean Hogs
Metals Commodity Exchange, Inc. CopperNew York Mercantile Exchange PalladiumNew York Mercantile Exchange PlatinumCommodity Exchange, Inc. GoldCommodity Exchange, Inc. Silver
Energy New York Mercantile Exchange Light Sweet Crude OilNew York Mercantile Exchange New York Harbor Gasoline BlendstockNew York Mercantile Exchange Henry Hub Natural GasNew York Mercantile Exchange New York Harbor Heating OilICE Futures SP-15 Day-Ahead Peak Fixed PriceICE Futures SP-15 Day-Ahead Off-Peak Fixed PriceICE Futures PJM Western Hub Real Time Peak Fixed PriceICE Futures PJM Western Hub Real Time Off-Peak Fixed PriceICE Futures Mid-Columbia Day-Ahead Peak Fixed PriceICE Futures Mid-Columbia Day-Ahead Off-Peak Fixed PriceChicago BasisHSC BasisSocal Border BasisWaha BasisICE Futures AB NIT BasisNWP Rockies BasisPG&E; Citygate Basis
Other Contracts Brent Crude Oil (ICE) [76 FR 1243, Jan. 9, 2012, as amended at 78 FR 32940, May 31, 2013]
Sec. Appendix C to Part 43--Time Delays for Public Dissemination
The tables below provide clarification of the time delays for public dissemination set forth in Sec. 43.5. The first row of each table describes the asset classes to which each chart applies. The column entitled ``Yearly Phase-In'' indicates the periods beginning on the compliance date of this part and beginning on the anniversary of the compliance date thereafter. The column entitled ``Time Delay for Public Dissemination'' indicates the precise length of time delay, starting upon execution, for the public dissemination of such swap transaction and pricing data by a registered swap data repository.
Table C1. Block Trades Executed on or Pursuant to the Rules of a
Registered Swap Execution Facility or Designated Contract Market
(Illustrating Sec. Sec. 43.5(d)(1) and (d)(2))
Table C1 also designates the interim time delays for swaps described in Sec. 43.5(c)(2).
All Asset Classes----------------------------------------------------------------------------------------------------------------
Yearly phase-in Time delay for public dissemination----------------------------------------------------------------------------------------------------------------Year 1........................................................... 30 minutes.After Year 1..................................................... 15 minutes.----------------------------------------------------------------------------------------------------------------
Table C2. Large Notional Off-Facility Swaps Subject to the Mandatory
Clearing Requirement With at Least One Swap Dealer or Major Swap
Participant Counterparty (Illustrating Sec. Sec. 43.5(e)(2)(A) and
(e)(2)(B))
(2)(B))
Table C2 excludes off-facility swaps that are excepted from the mandatory clearing requirement pursuant to Section 2(h)(7) of the Act and Commission regulations and those off-facility swaps that are required to be cleared under Section 2(h)(2) of the Act and Commission regulations but are not cleared.
Table C2 also designates the interim time delays for swaps described in Sec. 43.5(c)(3).
All Asset Classes----------------------------------------------------------------------------------------------------------------
Yearly phase-in Time delay for public dissemination----------------------------------------------------------------------------------------------------------------Year 1........................................................... 30 minutes.After Year 1..................................................... 15 minutes.----------------------------------------------------------------------------------------------------------------
Table C3. Large Notional Off-Facility Swaps Subject to the Mandatory
Clearing Requirement in Which Neither Counterparty Is a Swap Dealer or
Major Swap Participant (Illustrating Sec. Sec. 43.5(e)(3)(A),
(e)(3)(B), and (e)(3)(C))
(3)(B), and (e)(3)(C))
Table C3 excludes off-facility swaps that are excepted from the mandatory clearing requirement pursuant to Section 2(h)(7) of the Act and Commission regulations and those swaps that are required to be cleared under Section 2(h)(2) of the Act and Commission regulations but are not cleared.
Table C3 also designates the interim time delays for swaps described in Sec. 43.5(c)(3).
All Asset Classes----------------------------------------------------------------------------------------------------------------
Yearly phase-in Time delay for public dissemination----------------------------------------------------------------------------------------------------------------Year 1........................................................... 4 hours.Year 2........................................................... 2 hours.After Year 2..................................................... 1 hour.---------------------------------------------------------------------------------------------------------------- Table C4. Large Notional Off-Facility Swaps Not Subject to the Mandatory
Clearing Requirement With at Least One Swap Dealer or Major Swap Participant Counterparty (Illustrating Sec. Sec. 43.5(f)(1), (f)(2) and
(f)(3))
(3))
Table C4 includes large notional off-facility swaps that are not subject to the mandatory clearing requirement or are exempt from such mandatory clearing requirement pursuant to Section 2(h)(7) of the Act and Commission regulations.
Table C4 also designates the interim time delays for swaps described in Sec. 43.5(c)(4).
Interest Rates, Credit, Foreign Exchange, Equity Asset Classes----------------------------------------------------------------------------------------------------------------
Yearly phase-in Time delay for public dissemination----------------------------------------------------------------------------------------------------------------Year 1........................................................... 1 hour.
However, if such swap includes a non-swap
dealer/non-major swap participant
counterparty that is not a financial entity
as defined in Section 2(h)(7)(C) of the Act
and Commission regulations, then one hour
immediately after execution; or if received
later than one hour by the registered swap
data repository, then public dissemination
shall occur as soon as technologically
practicable after the data is received.Year 2........................................................... 30 minutes.
However, if such swap includes a non-swap
dealer/non-major swap participant
counterparty that is not a financial entity
as defined in Section 2(h)(7)(C) of the Act
and Commission regulations, then 30 minutes
immediately after execution; or if received
later than 30 minutes by the registered swap
data repository, then public dissemination
shall occur as soon as technologically
practicable after the data is received.After Year 2..................................................... 30 minutes.---------------------------------------------------------------------------------------------------------------- Table C5. Large Notional Off-Facility Swaps Not Subject to the Mandatory
Clearing Requirement With at Least One Swap Dealer or Major Swap
Participant Counterparty (Illustrating Sec. Sec. 43.5(g)(1), (g)(2),
and (g)(3))
Table C5 includes large notional off-facility swaps that are not subject to the mandatory clearing requirement or are excepted from such mandatory clearing requirement pursuant to Section 2(h)(7) of the Act and Commission regulations.
Table C5 also designates the interim time delays for swaps described in Sec. 43.5(c)(5).
Other Commodity Asset Class----------------------------------------------------------------------------------------------------------------
Yearly phase-in Time delay for public dissemination----------------------------------------------------------------------------------------------------------------Year 1........................................................... 4 hours.
However, if such swap includes a non-swap
dealer/non-major swap participant
counterparty that is not a financial entity
as defined in Section 2(h)(7)(C) of the Act
and Commission regulations, then four hours
immediately after execution; or if received
later than four hours by the registered swap
data repository, then public dissemination
shall occur as soon as technologically
practicable after the data is received.
Year 2........................................................... 2 hours.
However, if such swap includes a non-swap
dealer/non-major swap participant
counterparty that is not a financial entity
as defined in Section 2(h)(7)(C) of the Act
and Commission regulations, then two hours
immediately after execution; or if received
later than two hours by the registered swap
data repository, then public dissemination
shall occur as soon as technologically
practicable after the data is received.After Year 2..................................................... 2 hours.---------------------------------------------------------------------------------------------------------------- Table C6. Large Notional Off-Facility Swaps Not Subject to the Mandatory
Clearing Requirement in Which Neither Counterparty Is a Swap Dealer or
Major Swap Participant (Illustrating Sec. Sec. 43.5(h)(1), (h)(2) and
(h)(3))
(3))
Table C6 includes large notional off-facility swaps that are not subject to the mandatory clearing requirement or are exempt from such mandatory clearing requirement pursuant to Section 2(h)(7) of the Act and Commission regulations.
Table C6 also designates the interim time delays for swaps described in Sec. 43.5(c)(6).
All Asset Classes------------------------------------------------------------------------
Time delay for
Yearly phase-in public dissemination------------------------------------------------------------------------Year 1............................................ 48 business hours.Year 2............................................ 36 business hours.After Year 2...................................... 24 business hours.------------------------------------------------------------------------
Sec. Appendix D to Part 43--Other Commodity Swap Categories
Other Commodity Group
Individual Other Commodity Grains
Oats
Wheat
Corn
Rice
Grains--OtherLivestock/Meat Products
Live Cattle
Pork Bellies
Feeder Cattle
Lean Hogs
Livestock/Meat Products--OtherDairy Products
Milk
Butter
Cheese
Dairy Products--OtherOilseed and Products
Soybean Oil
Soybean Meal
Soybeans
Oilseed and Products--OtherFiber
Cotton
Fiber--OtherFoodstuffs/Softs
Coffee
Frozen Concentrated Orange Juice
Sugar
Cocoa
Foodstuffs/Softs--OtherPetroleum and Products
Jet Fuel
Ethanol
Biodiesel
Fuel Oil
Heating Oil
Gasoline
Naphtha
Crude Oil
Diesel
Petroleum and Products--OtherNatural Gas and Related Products
Natural Gas Liquids
Natural Gas
Natural Gas and Related Products--OtherElectricity and Sources
Coal
Electricity
Uranium
Electricity and Sources--OtherPrecious Metals
Palladium
Platinum
Silver
Gold
Precious Metals--OtherBase Metals
Steel
Copper
Base Metals--OtherWood Products
Lumber
Pulp
Wood Products--OtherReal Estate
Real EstateChemicals
ChemicalsPlastics
PlasticsEmissions
EmissionsWeather
WeatherMultiple Commodity Index
Multiple Commodity IndexOther Agricultural
Other AgriculturalOther Non-Agricultural
Other Non-Agricultural [78 FR 32941, May 31, 2013]
Sec. Appendix E to Part 43--Other Commodity Geographic Identification
for Public Dissemination Pursuant to Sec. 43.4(d)(4)(iii)
Registered swap data repositories are required by Sec. 43.4(d)(4)(iii) to publicly disseminate any specific delivery point or pricing point associated with publicly reportable swap transactions in the ``other commodity'' asset class pursuant to Tables E1 and E2 in this appendix. If the underlying asset of a publicly reportable swap transaction described in Sec. 43.4(d)(4)(iii) has a delivery or pricing point that is located in the United States, such information shall be publicly disseminated pursuant to the regions described in Table E1 in this appendix. If the underlying asset of a publicly reportable swap transaction described in Sec. 43.4(d)(4)(iii) has a delivery or pricing point that is not located in the United States, such information shall be publicly disseminated pursuant to the countries or sub-regions, or if no country or sub-region, by the other commodity region, described in Table E2 in this appendix.
Table E1. U.S. Delivery or Pricing Points Other Commodity Group
RegionNatural Gas and Related Products
Midwest
Northeast
Gulf
Southeast
Western
Other--U.S.Petroleum and Products
New England (PADD 1A)
Central Atlantic (PADD 1B)
Lower Atlantic (PADD 1C)
Midwest (PADD 2)
Gulf Coast (PADD 3)
Rocky Mountains (PADD 4)
West Coast (PADD 5)
Other--U.S.Electricity and Sources
Florida Reliability Coordinating Council (FRCC)
Midwest Reliability Organization (MRO)
Northeast Power Coordinating Council (NPCC)
Reliability First Corporation (RFC)
SERC Reliability Corporation (SERC)
Southwest Power Pool, RE (SPP)
Texas Regional Entity (TRE)
Western Electricity Coordinating Council (WECC)
Other--U.S.All Remaining Other Commodities (Publicly disseminate the region. If pricing or delivery point is not region-specific, indicate ``U.S.'')
Region 1--(Includes Connecticut, Maine, Massachusetts, New Hampshire, Rhode Island, Vermont)
Region 2--(Includes New Jersey, New York)
Region 3--(Includes Delaware, District of Columbia, Maryland, Pennsylvania, Virginia, West Virginia)
Region 4--(Includes Alabama, Florida, Georgia, Kentucky, Mississippi, North Carolina, South Carolina, Tennessee)
Region 5--(Includes Illinois, Indiana, Michigan, Minnesota, Ohio, Wisconsin)
Region 6--(Includes Arkansas, Louisiana, New Mexico, Oklahoma, Texas)
Region 7--(Includes Iowa, Kansas, Missouri, Nebraska)
Region 8--(Includes Colorado, Montana, North Dakota, South Dakota, Utah, Wyoming)
Region 9--(Includes Arizona, California, Hawaii, Nevada)
Region 10--(Includes Alaska, Idaho, Oregon, Washington)
Table E2. Non-U.S. Delivery or Pricing Points Other Commodity Regions
Country or Sub-RegionNorth America (Other than U.S.)
Canada
MexicoCentral AmericaSouth America
Brazil
Other South AmericaEurope
Western Europe
Northern Europe
Southern Europe
Eastern Europe (excluding Russia)RussiaAfrica
Northern Africa
Western Africa
Eastern Africa
Central Africa
Southern AfricaAsia-Pacific
Northern Asia (excluding Russia)
Central Asia
Eastern Asia
Western Asia
Southeast Asia
Australia/New Zealand/Pacific Islands [78 FR 32941, May 31, 2013]
Sec. Appendix F to Part 43--Initial Appropriate Minimum Block Sizes by
Asset Class for Block Trades and Large Notional Off-Facility Swaps ------------------------------------------------------------------------
Currency group Currencies------------------------------------------------------------------------Super-Major Currencies.......................... United States dollar
(USD), European Union
Euro Area euro (EUR),
United Kingdom pound
sterling (GBP), and
Japan yen (JPY).Major Currencies................................ Australia dollar
(AUD), Switzerland
franc (CHF), Canada
dollar (CAD),
Republic of South
Africa rand (ZAR),
Republic of Korea won
(KRW), Kingdom of
Sweden krona (SEK),
New Zealand dollar
(NZD), Kingdom of
Norway krone (NOK),
and Denmark krone
(DKK).Non-Major Currencies............................ All other currencies.------------------------------------------------------------------------
Interest Rate Swaps----------------------------------------------------------------------------------------------------------------
Tenor less than or 50% Notional (in
Currency group Tenor greater than equal to millions)----------------------------------------------------------------------------------------------------------------Super-Major.................................... ...................... 46 days.............. 6,400Super-Major.................................... 46 days............... Three months (107 2,100
days).Super-Major.................................... Three months (107 Six months (198 days) 1,200
days).Super-Major.................................... Six months (198 days). One year (381 days).. 1,100Super-Major.................................... One year (381 days)... Two years (746 days). 460Super-Major.................................... Two years (746 days).. Five years (1,842 240
days).Super-Major.................................... Five years (1,842 Ten years (3,668 170
days). days).Super-Major.................................... Ten years (3,668 days) 30 years (10,973 120
days).Super-Major.................................... 30 years (10,973 days) ..................... 67Major.......................................... ...................... 46 days.............. 2,200Major.......................................... 46 days............... Three months (107 580
days).Major.......................................... Three months (107 Six months (198 days) 440
days).Major.......................................... Six months (198 days). One year (381 days).. 220Major.......................................... One year (381 days)... Two years (746 days). 130Major.......................................... Two years (746 days).. Five years (1,842 88
days).Major.......................................... Five years (1,842 Ten years (3,668 49
days). days).Major.......................................... Ten years (3,668 days) 30 years (10,973 37
days).Major.......................................... 30 years (10,973 days) ..................... 15Non-Major...................................... ...................... 46 days.............. 230Non-Major...................................... 46 days............... Three months (107 230
days).Non-Major...................................... Three months (107 Six months (198 days) 150
days).Non-Major...................................... Six months (198 days). One year (381 days).. 110Non-Major...................................... One year (381 days)... Two years (746 days). 54Non-Major...................................... Two years (746 days).. Five years (1,842 27
days).Non-Major...................................... Five years (1,842 Ten years (3,668 15
days). days).Non-Major...................................... Ten years (3,668 days) 30 years (10,973 16
days).Non-Major...................................... 30 years (10,973 days) ..................... 15----------------------------------------------------------------------------------------------------------------
Credit Swaps----------------------------------------------------------------------------------------------------------------
Traded tenor less than or 50% Notional (in
Spread group (basis points) Traded tenor greater than equal to millions)----------------------------------------------------------------------------------------------------------------Less than or equal to 175.............. .......................... Two years (746 days)..... 320Less than or equal to 175.............. Two years (746 days)...... Four years (1,477 days).. 200Less than or equal to 175.............. Four years (1,477 days)... Six years (2,207 days)... 110Less than or equal to 175.............. Six years (2,207 days).... Eight years and six 110
months (3,120 days).Less than or equal to 175.............. Eight years and six months Twelve years and six 130
(3,120 days). months (4,581 days).Less than or equal to 175.............. Twelve years and six ......................... 46
months (4,581 days).Greater than 175 and less than or equal .......................... Two years (746 days)..... 140
to 350.Greater than 175 and less than or equal Two years (746 days)...... Four years (1,477 days).. 82
to 350.Greater than 175 and less than or equal Four years (1,477 days)... Six years (2,207 days)... 32
to 350.Greater than 175 and less than or equal Six years (2,207 days).... Eight years and six 20
to 350. months (3,120 days).
Greater than 175 and less than or equal Eight years and six months Twelve years and six 26
to 350. (3,120 days). months (4,581 days).Greater than 175 and less than or equal Twelve years and six ......................... 63
to 350. months (4,581 days).Greater than 350....................... .......................... Two years (746 days)..... 66Greater than 350....................... Two years (746 days)...... Four years (1,477 days).. 41Greater than 350....................... Four years (1,477 days)... Six years (2,207 days)... 26Greater than 350....................... Six years (2,207 days).... Eight years and six 13
months (3,120 days).Greater than 350....................... Eight years and six months Twelve years and six 13
(3,120 days. months (4,581 days).Greater than 350....................... Twelve years and six ......................... 41
months (4,581 days).----------------------------------------------------------------------------------------------------------------
Foreign Exchange Swaps----------------------------------------------------------------------------------------------------------------
Super-major currencies
-----------------------------------------------------------------------
GBP (British JPY (Japanese USD (U.S.
EUR (Euro) pound) yen) dollar)----------------------------------------------------------------------------------------------------------------Super-major currencies...... EUR....... ................ 6,250,000 6,250,000 18,750,000
GBP....... * 6,250,000 ................ 6,250,000 6,250,000
JPY....... * 6,250,000 * 6,250,000 ................ 1,875,000,000
USD....... * 18,750,000 * 6,250,000 * 1,875,000,000 ................Major currencies............ AUD....... * 6,250,000 0 10,000,000 10,000,000
CAD....... * 6,250,000 0 10,000,000 10,000,000
CHF....... * 6,250,000 * 6,250,000 12,500,000 12,500,000
DKK....... 0 0 0 0
KRW....... 0 0 0 6,250,000,000
SEK....... * 6,250,000 0 0 100,000,000
NOK....... * 6,250,000 0 0 100,000,000
NZD....... 0 0 0 5,000,000
ZAR....... 0 0 0 25,000,000Non-major currencies........ BRL....... 0 0 0 5,000,000
CZK....... 200,000,000 0 0 200,000,000
HUF....... 1,500,000,000 0 0 1,500,000,000
ILS....... 0 0 0 50,000,000
MXN....... 0 0 0 50,000,000
PLN....... 25,000,000 0 0 25,000,000
RMB....... 50,000,000 0 50,000,000 50,000,000
RUB....... 0 0 0 125,000,000
TRY....... * 6,250,000 0 0 * 10,000,000----------------------------------------------------------------------------------------------------------------All values that do not have an asterisk are denominated in the currency of the left hand side.All values that have an asterisk (*) are denominated in the currency indicated on the top of the table.
Other Commodity Swaps------------------------------------------------------------------------
Initial
appropriate
Related futures contract minimum block Units
size------------------------------------------------------------------------AB NIT Basis (ICE)........... 62,500.......... MMBtu.Brent Crude (ICE and NYMEX).. 25,000.......... bbl.Cheese (CME)................. 400,000......... lbs.Class III Milk (CME)......... NO BLOCKS. .......................Cocoa (ICE and NYSE LIFFE and 1,000........... metric tons.
NYMEX).Coffee (ICE and NYMEX)....... 3,750,000....... lbs.Copper (COMEX)............... 625,000......... lbs.Corn (CBOT).................. NO BLOCKS....... bushels.Cotton No. 2 (ICE and NYMEX). 5,000,000....... lbs.Distillers' Dried Grain 1,000........... short tons.
(CBOT).Dow Jones-UBS Commodity Index 30,000 times dollars.
(CBOT). index.Ethanol (CBOT)............... 290,000......... gallons.Feeder Cattle (CME).......... NO BLOCKS. .......................Frost Index (CME)............ 200,000 times euros.
index.Frozen Concentrated Orange NO BLOCKS. .......................
Juice (ICE).Gold (COMEX and NYSE Liffe).. 2,500........... troy oz.
Goldman Sachs Commodity Index 5,000 times dollars.
(GSCI), GSCI Excess Return index.
Index (CME).Gulf Coast Sour Crude Oil 5,000........... bbl.
(NYMEX).Hard Red Spring Wheat (MGEX). NO BLOCKS. .......................Hard Winter Wheat (KCBT)..... NO BLOCKS. .......................Henry Hub Natural Gas (NYMEX) 500,000......... MMBtu.HSC Basis (ICE and NYMEX).... 62,500.......... MMBtu.Hurricane Index (CME)........ 20,000 times dollars.
index.Chicago Basis (ICE and NYMEX) 62,500.......... MMBtu.Lean Hogs (CME).............. NO BLOCKS. .......................Light Sweet Crude Oil (NYMEX) 50,000.......... bbl.Live Cattle (CME)............ NO BLOCKS. .......................Mid-Columbia Day-Ahead Off- 625............. Mwh.
Peak Fixed Price (ICE).Mid-Columbia Day-Ahead Peak 4,000........... Mwh.
Fixed Price (ICE).New York Harbor RBOB 1,050,000....... gallons.
(Blendstock) Gasoline
(NYMEX).New York Harbor No. 2 Heating 1,050,000....... gallons.
Oil (NYMEX).NWP Rockies Basis (ICE and 62,500.......... MMBtu.
NYMEX).Oats (CBOT).................. NO BLOCKS. .......................Palladium (NYMEX)............ 1,000........... troy oz.PG&E; Citygate Basis (ICE and 62,500.......... MMBtu.
NYMEX).PJM Western Hub Real Time Off- 3,900........... Mwh.
Peak Fixed Price (ICE).PJM Western Hub Real Time 8,000........... Mwh.
Peak Fixed Price (ICE).Platinum (NYMEX)............. 500............. troy oz.Rainfall Index (CME)......... 10,000 times dollars.
index.Rough Rice (CBOT)............ NO BLOCKS. .......................Silver (COMEX and NYSE Liffe) 125,000......... troy oz.Snowfall Index (CME)......... 10,000 times dollars.
index.Socal Border Basis (ICE and 62,500.......... MMBtu.
NYMEX).Soybean (CBOT)............... NO BLOCKS. .......................Soybean Meal (CBOT).......... NO BLOCKS. .......................Soybean Oil (CBOT)........... NO BLOCKS. .......................SP-15 Day-Ahead Peak Fixed 4,000........... Mwh.
Price (ICE).SP-15 Day-Ahead Off-Peak 625............. Mwh.
Fixed Price (ICE).Sugar 11 (ICE and NYMEX).... 5,000........... metric tons.Sugar 16 (ICE).............. NO BLOCKS. .......................Temperature Index (CME)...... 400 times index. currency units.U.S. Dollar Cash Settled 250............. metric tons.
Crude Palm Oil (CME).Waha Basis (ICE and NYMEX)... 62,500.......... MMBtu.Wheat (CBOT)................. NO BLOCKS. .......................------------------------------------------------------------------------ [78 FR 32942, May 31, 2013, 78 FR 42436, July 16, 2013]