Effective with the Open Session on August 23, the Exchange will list the following Futures Contracts:

Rulebook Appendix A Chapter	Name of Energy Futures Contract and Trading Symbol	Number of Contract Months Listed	First and Last Months
355	NFX PJM BGE Zone Day-Ahead Peak Financial Futures (BGEQ)	64	Sep. 2017, Dec. 2022
355A	NFX PJM BGE Zone Day-Ahead Peak Mini Financial Futures - 5MW (BGYQ)	64	Sep. 2017, Dec. 2022
355B	NFX PJM BGE Zone Day-Ahead Peak Mini Financial Futures - 1MW (BGAQ)	64	Sep. 2017, Dec. 2022
356	NFX PJM BGE Zone Day-Ahead Off-Peak Financial Futures (BGOQ)	64	Sep. 2017, Dec. 2022
356A	NFX PJM BGE Zone Day-Ahead Off-Peak Mini Financial Futures - 25MWh (BGBQ)	64	Sep. 2017, Dec. 2022
356B	NFX PJM BGE Zone Day-Ahead Off-Peak Mini Financial Futures - 5MWh (BGZQ)	64	Sep. 2017, Dec. 2022
356C	NFX PJM BGE Zone Day-Ahead Off-Peak Mini Financial Futures - 1MWh (OBBQ)	64	Sep. 2017, Dec. 2022
357	NFX PJM PPL Zone Day-Ahead Peak Financial Futures (PPLQ)	64	Sep. 2017, Dec. 2022
357A	NFX PJM PPL Zone Day-Ahead Peak Mini Financial Futures - 5MW (PPXQ)	64	Sep. 2017, Dec. 2022
357B	NFX PJM PPL Zone Day-Ahead Peak Mini Financial Futures - 1MW (PPAQ)	64	Sep. 2017, Dec. 2022
358	NFX PJM PPL Zone Day-Ahead Off-Peak Financial Futures (PPMQ)	64	Sep. 2017, Dec. 2022
358A	NFX PJM PPL Zone Day-Ahead Off-Peak Mini Financial Futures - 25MWh (PPVQ)	64	Sep. 2017, Dec. 2022
358B	NFX PJM PPL Zone Day-Ahead Off-Peak Mini Financial Futures - 5MWh (PPOQ)	64	Sep. 2017, Dec. 2022
358C	NFX PJM PPL Zone Day-Ahead Off-Peak Mini Financial Futures - 1MWh (PPBQ)	64	Sep. 2017, Dec. 2022
359	NFX PJM ComEd Zone Day-Ahead Peak Financial Futures (DEFQ)	64	Sep. 2017, Dec. 2022
359A	NFX PJM ComEd Zone Day-Ahead Peak Mini Financial Futures - 5MW (DEIQ)	64	Sep. 2017, Dec. 2022
359B	NFX PJM ComEd Zone Day-Ahead Peak Mini Financial Futures - 1MW (DEOQ)	64	Sep. 2017, Dec. 2022
360	NFX PJM ComEd Zone Day-Ahead Off-Peak Financial Futures (DNFQ)	64	Sep. 2017, Dec. 2022
360A	NFX PJM ComEd Zone Day-Ahead Off-Peak Mini Financial Futures - 25MWh (DNTQ)	64	Sep. 2017, Dec. 2022
360B	NFX PJM ComEd Zone Day-Ahead Off-Peak Mini Financial Futures - 5MWh (DNIQ)	64	Sep. 2017, Dec. 2022
360C	NFX PJM ComEd Zone Day-Ahead Off-Peak Mini Financial Futures - 1MWh (DNOQ)	64	Sep. 2017, Dec. 2022
361	NFX PJM AECO Zone Day-Ahead Peak Financial Futures (YOFQ)	64	Sep. 2017, Dec. 2022
361A	NFX PJM AECO Zone Day-Ahead Peak Mini Financial Futures - 5MW (YOIQ)	64	Sep. 2017, Dec. 2022
361B	NFX PJM AECO Zone Day-Ahead Peak Mini Financial Futures - 1MW (YOOQ)	64	Sep. 2017, Dec. 2022
362	NFX PJM AECO Zone Day-Ahead Off-Peak Financial Futures (XOFQ)	64	Sep. 2017, Dec. 2022
362A	NFX PJM AECO Zone Day-Ahead Off-Peak Mini Financial Futures - 25MWh (XOTQ)	64	Sep. 2017, Dec. 2022
362B	NFX PJM AECO Zone Day-Ahead Off-Peak Mini Financial Futures - 5MWh (XOIQ)	64	Sep. 2017, Dec. 2022
362C	NFX PJM AECO Zone Day-Ahead Off-Peak Mini Financial Futures - 1MWh (XOOQ)	64	Sep. 2017, Dec. 2022
363	NFX PJM FE-Ohio Day-Ahead Peak Financial Futures (PFNQ)	64	Sep. 2017, Dec. 2022
363A	NFX PJM FE-Ohio Day-Ahead Peak Mini Financial Futures - 5MW (PFIQ)	64	Sep. 2017, Dec. 2022
363B	NFX PJM FE-Ohio Day-Ahead Peak Mini Financial Futures - 1MW (PFOQ)	64	Sep. 2017, Dec. 2022
364	NFX PJM FE-Ohio Day-Ahead Off-Peak Financial Futures (PFFQ)	64	Sep. 2017, Dec. 2022
364A	NFX PJM FE-Ohio Day-Ahead Off-Peak Mini Financial Futures - 25MWh (PFTQ)	64	Sep. 2017, Dec. 2022
364B	NFX PJM FE-Ohio Day-Ahead Off-Peak Mini Financial Futures - 5MWh (PFVQ)	64	Sep. 2017, Dec. 2022
364C	NFX PJM FE-Ohio Day-Ahead Off-Peak Mini Financial Futures - 1MWh (PFEQ)	64	Sep. 2017, Dec. 2022
365	NFX PJM METED Zone Day-Ahead Peak Financial Futures (FSFQ)	64	Sep. 2017, Dec. 2022
365A	NFX PJM METED Zone Day-Ahead Peak Mini Financial Futures - 5MW (FSIQ)	64	Sep. 2017, Dec. 2022
365B	NFX PJM METED Zone Day-Ahead Peak Mini Financial Futures - 1MW (FSOQ)	64	Sep. 2017, Dec. 2022
366	NFX PJM METED Zone Day-Ahead Off-Peak Financial Futures (FIFQ)	64	Sep. 2017, Dec. 2022
366A	NFX PJM METED Zone Day-Ahead Off-Peak Mini Financial Futures - 25MWh (FITQ)	64	Sep. 2017, Dec. 2022
366B	NFX PJM METED Zone Day-Ahead Off-Peak Mini Financial Futures - 5MWh (FIIQ)	64	Sep. 2017, Dec. 2022
366C	NFX PJM METED Zone Day-Ahead Off-Peak Mini Financial Futures - 1MWh (FIOQ)	64	Sep. 2017, Dec. 2022
367	NFX ISO-NE Connecticut Zone Day-Ahead Peak Financial Futures (ICPQ)	64	Sep. 2017, Dec. 2022
367A	NFX ISO-NE Connecticut Zone Day-Ahead Peak Mini Financial Futures - 5MW (ICFQ)	64	Sep. 2017, Dec. 2022
367B	NFX ISO-NE Connecticut Zone Day-Ahead Peak Mini Financial Futures - 1MW (ICNQ)	64	Sep. 2017, Dec. 2022
368	NFX ISO-NE Connecticut Zone Day-Ahead Off-Peak Financial Futures (ICOQ)	64	Sep. 2017, Dec. 2022
368A	NFX ISO-NE Connecticut Zone Day-Ahead Off-Peak Mini Financial Futures - 25MWh (ICTQ)	64	Sep. 2017, Dec. 2022
368B	NFX ISO-NE Connecticut Zone Day-Ahead Off-Peak Mini Financial Futures - 5MWh (ICIQ)	64	Sep. 2017, Dec. 2022
368C	NFX ISO-NE Connecticut Zone Day-Ahead Off-Peak Mini Financial Futures - 1MWh (ICEQ)	64	Sep. 2017, Dec. 2022

How will speculative customer initial margin be determined?

Pursuant to CFTC regulations, The Options Clearing Corporation (“OCC”) will set the speculative customer initial margin requirement on NFX futures and options on futures. CFTC regulations require OCC to set the customer initial margin requirement at an amount that is higher than OCC’s clearing member margin requirement. OCC has advised NFX that the customer initial margin requirement for NFX contracts will be set to a dollar amount that equals 110% of the greater of Value-at-Risk (VaR) level calculated using a 99% confidence interval for the daily price returns using a 2-year and 5-year look-back period (on a per contract basis). In addition, for products having an economically equivalent contract listed on another market center, OCC will not allow its rates to fall below that of the primary listing exchange. OCC has advised NFX that customer initial margin requirement are reset approximately every 90 calendar days and monitored daily, with rates being re-set should a one-day change in settlement price exceed the prevailing rate at the time. In addition, OCC has authority to update customer initial margin requirements at any time, if deemed warranted, and as dictated by market conditions.

How will customer maintenance margin be determined?

NFX has adopted OCC’s VaR calculation as described above as the customer maintenance margin requirement.

How will hedge customer initial margin and futures participant initial margin be determined?

NFX has adopted OCC’s VaR calculation as described above as the initial and maintenance margin requirement for hedge customers and Futures Participants.

Where can I find the margin rates?

NFX margin rates will be available on the OCC website at: www.theocc.com.

For additional information, please contact NFX Market Operations or call 215.496.5409.