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www.theice.com<br />
<strong>ICE</strong> Futures Europe Energy <strong>Block</strong> <strong>Minimums</strong><br />
Options <br />
Contract Minimum volume threshold Reporting Time<br />
All <strong>ICE</strong> Oil Options Contracts 25 15 Minutes<br />
All <strong>ICE</strong> Utility Options 25 15 Minutes<br />
All <strong>ICE</strong> Coal Options 5 15 Minutes<br />
All <strong>ICE</strong> Emissions Options 25 15 Minutes<br />
Volatility Trades<br />
Minimum volume threshold of<br />
the appropriate Option<br />
Contract<br />
15 Minutes<br />
Options Complex strategies 15 15 Minutes<br />
<strong>ICE</strong> Futures Europe – Energy <strong>Block</strong> <strong>Minimums</strong> – November 2012 Page 1
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Futures <br />
Contract Minimum Volume Threshold Reporting time<br />
<strong>ICE</strong> Brent Futures 100 5 Minutes<br />
<strong>ICE</strong> Brent NX Futures;Middle<br />
East Sour Crude;ASCI & ASCI<br />
Differential Futures<br />
<strong>ICE</strong> Gasoil & Low Sulphur<br />
Gasoil Futures<br />
100 5 Minutes<br />
100 5 Minutes<br />
<strong>ICE</strong> WTI 50 5 Minutes<br />
Heating Oil; RBOB Gasoline 25 5 Minutes<br />
All <strong>ICE</strong> Emissions Futures 50 5 Minutes<br />
All <strong>ICE</strong> Utility Futures 50 5 Minutes<br />
All Coal Futures 5 15 Minutes<br />
All inter-commodity spread<br />
contracts (both legs <strong>ICE</strong> Oil<br />
Contracts)<br />
100 5 Minutes<br />
<strong>ICE</strong> Heating Oil Futures /<br />
Gasoil Futures Spread<br />
<strong>ICE</strong> Heating Oil Futures leg –<br />
75 lots<br />
<strong>ICE</strong> Gasoil Futures leg – 100<br />
lots<br />
5 Minutes<br />
Futures Complex strategies 50 15 Minutes<br />
<strong>ICE</strong> Futures Europe – Energy <strong>Block</strong> <strong>Minimums</strong> – November 2012 Page 2
www.theice.com<br />
Swap Futures<br />
All Swap<br />
Futures &<br />
Options<br />
Product Name Contract Size <strong>Block</strong> Minimum Reporting time<br />
US Crude All 1,000 bbls 5 15 Minutes<br />
International<br />
Crude<br />
Gasoline<br />
Gasoil/Diesel/H<br />
eating Oil<br />
All 1,000 bbls 10 15 Minutes<br />
All 1 bbl 1,000 15 Minutes<br />
All<br />
1,000 bbls or<br />
42,000 US glns<br />
10 15 Minutes<br />
All 1,000 MT 5 15 Minutes<br />
All<br />
1,000 bbls or<br />
42,000 US glns<br />
10 15 Minutes<br />
All 1,000 MT 5 15 Minutes<br />
Gasoil 1st Line 100 MT 10 15 Minutes<br />
Mini Products 100 MT 5 15 Minutes<br />
All 1,000 bbls 10 15 Minutes<br />
Fuel Oil<br />
All 1,000 MT 5 15 Minutes<br />
Mini Products 100 MT 5 15 Minutes<br />
Bio Diesel All 1,000 MT 5 15 Minutes<br />
All 1,000 bbls 10 15 Minutes<br />
Jet<br />
All 1,000 MT 5 15 Minutes<br />
Naphtha<br />
All 1,000 bbls 10 15 Minutes<br />
All 1,000 MT 5 15 Minutes<br />
Freight All 1,000 MT 5 15 Minutes<br />
US NGLs All 1,000 bbls 10 15 Minutes<br />
International<br />
NGLs<br />
All 1,000 MT 2 15 Minutes<br />
Iron ore All 1,000 MT 5 15 Minutes<br />
Ethanol<br />
All<br />
1,000 bbls or<br />
42,000 US glns<br />
5 15 Minutes<br />
LNG All 10,000 MMBTU 5 15 Minutes<br />
<strong>ICE</strong> Futures Europe – Energy <strong>Block</strong> <strong>Minimums</strong> – November 2012 Page 3
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