INTERCONTINENTAL EXCHANGE, INC. ICE Futures U.S.
January 2, 2024
Reminder: Spot Month Position Limit Dates for Energy Contracts
For the February 2024 expiry contracts in Energy contracts and for spot month Oil and NGL contracts expiring in January 2024, positions must be in compliance with spot month position limits on and after the compliance date. Please be reminded that position limits apply on both an inter-dayand intra-daybasis. This means that positions must be in compliance with spot month position limits as of the close of business on the business day preceding each of the compliance dates listed below.
Energy Contracts
Commodity | Compliance Date |
Henry LD1 Fixed Price | January 25, 2024 |
Natural Gas | January 25, 2024 |
LNG | January 29, 2024 |
Power1 | February 1, 2024 |
Environmental | February 1, 2024 |
Oil and NGL Contracts |
Commodity | Compliance Date |
Oil | January 29, 2024 |
Natural Gas Liquids (NGLs) | January 29, 2024 |
Excluding those contracts individually listed below, all positions in Oil and NGL contracts must be in compliance with spot month position limits as of the close of business on the business day preceding the compliance dates listed above.
Commodity | Commodity | Compliance | ||||||||
Code | Date | |||||||||
Condensate Diff - ICE C5 1A Index Future | TMF | 1/15/2024 | ||||||||
Crude Diff - Argus Bakken (Clearbrook) Crude Oil Future | BAK | 1/15/2024 | ||||||||
Crude Diff - ICE SW 1A Index Balmo Future | TMZ | 1/15/2024 | ||||||||
Crude Diff - ICE SW 1A Index Future | TMR | 1/15/2024 | ||||||||
Crude Diff - ICE SYN 1A Index Future | TMS | 1/15/2024 | ||||||||
Crude Diff - ICE UHC 1A Index Future | TMU | 1/15/2024 | ||||||||
Crude Diff - ICE WCS 1A Index Balmo Future | TMY | 1/15/2024 | ||||||||
1 Including spot month capacity contracts expiring in February 2024.
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© 2024 Intercontinental Exchange, Inc. The following are trademarks of Intercontinental Exchange, Inc. and/or its affiliated companies: Intercontinental Exchange, ICE, New York Stock Exchange and NYSE. For more information regarding trademarks owned by Intercontinental Exchange, Inc. and/or its affiliated companies see: intercontinentalexchange.com/terms-of-use
Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading "Key information Documents (KIDS)," commencing January 1, 2019.
Crude Diff - ICE WCS 1A Index Future | TMW | 1/15/2024 |
Crude Diff - ICE WCS 1B Index Balmo Future | TDY | 1/15/2024 |
Crude Diff - ICE WCS 1B Index Future | TDX | 1/15/2024 |
Crude Diff - WTI 1-Month Calendar Spread Future | TIA | 1/18/2024 |
Crude Diff - WTI 1-Month Calendar Spread Option | TIA | 1/18/2024 |
Crude Outright - WTI Bullet Future | WTB | 1/18/2024 |
Crude Diff - Midland WTI American Gulf Coast Diff to CMA ICE | CM1 | 1/18/2024 |
Trade Month Future | ||
Crude Diff - Midland WTI American Gulf Coast Diff to CMA ICE | CM2 | 1/18/2024 |
Trade Month Balmo Future | ||
Crude Diff - Argus LLS vs WTI Trade Month Balmo Future | ARQ | 1/23/2024 |
Crude Diff - Argus LLS vs WTI Trade Month Future | ARL | 1/23/2024 |
Crude Diff - Argus Mars vs WTI Trade Month Future | ARW | 1/23/2024 |
Crude Diff - Argus WCS (Cushing) Crude Oil Trade Month | CSH | 1/23/2024 |
Future | ||
Crude Diff - Argus WCS (Houston) Crude Oil Trade Month | ARV | 1/23/2024 |
Future | ||
Crude Diff - Argus WTI CMA Trade Month Future | AIM | 1/23/2024 |
Crude Diff - Argus WTI Houston vs Argus WTI Midland Trade | MSN | 1/23/2024 |
Month Future | ||
Crude Diff - Argus WTI Houston vs WTI Trade Month Average | ACM | 1/23/2024 |
Price Option | ||
Crude Diff - Argus WTI Houston vs WTI Trade Month Future | ACM | 1/23/2024 |
Crude Diff - Argus WTI Midland vs WTI Trade Month Average | MSV | 1/23/2024 |
Price Option | ||
Crude Diff - Argus WTI Midland vs WTI Trade Month Future | MSV | 1/23/2024 |
Crude Diff - Argus WTS vs WTI Trade Month Balmo Future | AVS | 1/23/2024 |
Crude Diff - Argus WTS vs WTI Trade Month Future | AVT | 1/23/2024 |
Crude Outright - Argus WTI Cushing Trade Month Future | ACT | 1/23/2024 |
Crude Outright - Midland WTI American Gulf Coast Trade | HOY | 1/23/2024 |
Month Future | ||
Crude Outright - WTI Cushing Trade Month Future | WTC | 1/23/2024 |
Crude Outright - Argus WTI Midland Trade Month Future | JFP | 1/23/2024 |
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© 2024 Intercontinental Exchange, Inc. The following are trademarks of Intercontinental Exchange, Inc. and/or its affiliated companies: Intercontinental Exchange, ICE, New York Stock Exchange and NYSE. For more information regarding trademarks owned by Intercontinental Exchange, Inc. and/or its affiliated companies see: intercontinentalexchange.com/terms-of-use
Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading "Key information Documents (KIDS)," commencing January 1, 2019.
Crude Outright - Argus WTI Houston Trade Month Future | JFQ | 1/23/2024 |
Crude Outright - Argus Mars Trade Month Future | JFS | 1/23/2024 |
Crude Outright - Argus LLS Trade Month Future | JFT | 1/23/2024 |
Crude Outright - Argus WTS Trade Month Future | JFU | 1/23/2024 |
Crude Oil Diff - Argus SGC vs WTI Trade Month Future | AJA | 1/23/2024 |
Crude Oil Outright - Argus SGC Trade Month Future | TEK | 1/23/2024 |
Crude Diff - Argus Bakken (Patoka) Crude Oil Trade Month | PAB | 1/23/2024 |
Future | ||
Diesel Diff - New York Harbor ULSD 1-month Calendar | HOC | 1/29/2024 |
Spread Future | ||
Diesel Diff - New York Harbor ULSD 1-month Calendar | HOC | 1/29/2024 |
Spread Option | ||
Crude Diff - WTI vs Brent Bullet Future | TIB | 1/26/2024 |
Crude Diff - WTI vs Brent Spread Option | TIB | 1/26/2024 |
Gasoline Diff - RBOB Gasoline 1-Month Calendar Spread | RCM | 1/29/2024 |
Future | ||
Gasoline Diff - RBOB Gasoline 1-Month Calendar Spread | RCM | 1/29/2024 |
Option | ||
For a complete list of position limits for energy contracts, please refer to the Energy Position Limit, Accountability and Reportable Levelstable on our website.
Participants and Clearing Members in the Exchange's Environmental markets are further reminded that, separate and apart from the Exchange's Spot Month Position Limits, certain limitations may apply to the number of physical instruments an entity may hold at any point in time in the registry of an applicable program. Participants and their Clearing Members are responsible for delivery obligations against outstanding Exchange contracts and should be aware of all such applicable limits so that positions are properly managed through expiration and delivery.
Exemptions
Exemptions may be available for bona fide hedging positions, arbitrage, spread or straddle positions or risk management positions in accordance with Rule 6.29. For the Henry Hub LD1 Fixed Price Future, a Conditional Limit is also available in accordance with Rule 6.20. Exemption requests should be submitted no later than five (5) business days prior to the date the position limit takes effect. Please address any questions to one of the contacts listed in this Notice. To apply for exemptive relief for an Agricultural or Financial contract, please phone or e-mail the appropriate contact listed below. To apply for exemptive relief for an Energy contract, please complete and submit the applications provided below:
Energy Contracts
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© 2024 Intercontinental Exchange, Inc. The following are trademarks of Intercontinental Exchange, Inc. and/or its affiliated companies: Intercontinental Exchange, ICE, New York Stock Exchange and NYSE. For more information regarding trademarks owned by Intercontinental Exchange, Inc. and/or its affiliated companies see: intercontinentalexchange.com/terms-of-use
Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading "Key information Documents (KIDS)," commencing January 1, 2019.
Position Limit Exemption Form
Conditional Limit Request Form
FOR MORE INFORMATION
Energy and Oil Contact: Patrick Swartzer 312-836-6745
Patrick.Swartzer@ice.com
View All Notices / Contact Us / Media Inquiries
© 2024 Intercontinental Exchange, Inc. The following are trademarks of Intercontinental Exchange, Inc. and/or its affiliated companies: Intercontinental Exchange, ICE, New York Stock Exchange and NYSE. For more information regarding trademarks owned by Intercontinental Exchange, Inc. and/or its affiliated companies see: intercontinentalexchange.com/terms-of-use
Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading "Key information Documents (KIDS)," commencing January 1, 2019.
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ICE - Intercontinental Exchange Inc. published this content on 02 January 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 02 January 2024 15:11:38 UTC.
