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VOLUME 30 – BULLETIN #006

TO:

ALL CLEARING PARTICIPANTS

FROM:

CLIENT SERVICES AND SUPPORT

DATE:

February 1, 2010

SUBJECT:

Chicago Climate Futures Exchange Delivery, Final Settlement, and Option Expiration Dates for February 2010 Contracts

Listed below are the relevant delivery and expiration dates for the Chicago Climate Futures Exchange February 2010 contracts.

Delivery Dates

Product Group

First Position

First Notice

First Delivery

Last Trade

Last Notice

Last Delivery

Sulfur Dioxide SFI

Feb 10

Feb 11

Feb 12

Feb 24

Feb 25

Feb 26

Nitrogen NFI

Feb 16

Feb 17

Feb 18

Feb 24

Feb 25

Feb 26

Carbon CFI

Mar 1

Mar 2

Mar 3

Feb 26

Mar 2

Mar 3

Nitrogen NFI-Annuals

Feb 16

Feb 17

Feb 18

Feb 24

Feb 25

Feb 26

Regional Greenhouse Gas Initiative (RGGI) Futures

Mar 1

Mar 2

Mar 3

Feb 26

Mar 2

Mar 3

Renewable Energy Certificates (RECs) Futures

Mar 1

Mar 2

Mar 3

Feb 26

Mar 2

Mar 3

Climate Action Reserve Futures (CCAR)

N/A

N/A

N/A

N/A

N/A

N/A

Delivery Warehouse Codes

Product Group / Product

Warehouse Name

Code

Sulfur Dioxide SFI

EPA

9200

Nitrogen NFI

EPA

9200

Nitrogen NFI-Annuals

EPA

9200

Carbon CFI

CCX

9201

Regional Greenhouse Gas Initiative (RGGI) Futures

RGGI CO2 Allowance Track

9202

Climate Action Reserve Futures (CCAR)

CCAR

9203

Voluntary Renewable Energy Certificates (RECs) Futures

Midwest Renewable Energy Tracking System

9300

NE Power Pool Generation Info System

9301

PJM Interconnection GATS

9302

Western Renewable Energy GIS

9303

Electric Reliability Council of Texas (REC)ITS

9304

North American Renewables Registry

9305

Connecticut Compliance Renewable Energy Certificates (RECs) Futures

NE Power Pool Generation Info System

9301

Massachusetts Compliance Renewable Energy Certificates (RECs) Futures

NE Power Pool Generation Info System

 

New Jersey Compliance Renewable Energy Certificates (RECs) Futures

PJM Interconnection GATS

9302

To help promote error free delivery processing, the Clearing Corporation requires all tender quantities be confirmed before the tender record will be included in delivery processing for assignment. The confirmation is performed using the Tender Confirmation screen in OTIS®. Clearing Participants are reminded of the importance of verifying this information before confirming their tender records.

Option Expiration Dates

Product / Product Group

Expiration

Sulfur Dioxide

Feb 8

Carbon Financial Instrument

Feb 24

Nitrogen NFI-A

Feb 12

Regional Greenhouse Gas Initiative (RGGI)

Feb 24

The deadline to submit at the money, out of the money exercise requests and cancellation of in the money exercises is 5:00 p.m. on expiration day.  Clearing Participants that need to verify their authorization code for special exercise requests should contact CSS. All exercise activity is performed using the Option Exercise Entry and Option Exercise Inquiry selections in Position Management.

Cash Settle/Expiration Dates

Product / Product Group

Last Trade

Cash Settle / Expiration

CER – Certified Emissions Futures

N/A

N/A

ECO – Clean Energy Index

N/A

N/A

IFEX Event Linked Futures

N/A

N/A

DJSI - W

N/A

N/A

The Clearing Corporation will expire all positions on last trading day.

Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:

Richard Crilly

312-786-3842

richard.crilly@theice.com

Marc MacQuarrie

312-786-5732

marc.macquarrie@theice.com

     

Client Services and Support Group

312-786-5718

 
     

Client Services and Support E-Mail Address

css@theice.com

Clearing Corporation Web Site

http://www.clearingcorp.com

   
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