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ICE Futures U.S.

Propane, Argus CIF ARA vs Brent 1st Line Future (in MTs)

Description

A monthly cash settled future based upon the mathematical result of subtracting the average of daily prices published by ICE for the location specified in Reference Price B from the average of the daily prices published by Argus International LPG for the location specified in Reference Price A.

For purposes of determining the Final Settlement Price, the Argus price will be converted each day to US dollars and cents per barrel, rounded to the nearest cent. The conversion factor will be 12.404762 barrels per metric tonne.

Market Specifications

Trading Screen Product Name
Propane Argus/Crude Diff Futures (mt)
Trading Screen Hub Name
CIF ARA/Brent 1st Line
Contract Symbol
PRR
Settlement Method
Cash settlement
Contract Size
1,000 Metric Tonnes (12,404.762 barrels)
Unit of Trading
Any multiple of 1,000 Metric Tonnes
Currency
US Dollars and cents
Trading Price Quotation
One hundredth of one cent ($0.0001) per barrel
Settlement Price Quotation
One hundredth of one cent ($0.0001) per barrel
Minimum Price Fluctuation
One hundredth of one cent ($0.0001) per barrel
The conversion factor for this contract is 1 metric ton = 12.404762 bbls
Last Trading Day
Last trading day of the contract month
Floating Price
In respect of daily settlement, the Floating Price for daily settlement will be determined by ICE based on volume weighted average of all trades in settlement period plus consideration of other cash and derivative markets, where necessary.
Contract Series
Up to 72 consecutive calendar months, or as otherwise determined by the Exchange
REFERENCE PRICE A
NGL-PROPANE (EUROPE: CIF ARA LARGE CARGOES)-ARGUS INTERNATIONAL LPG
a) Ref Price A - Description
“NGL-PROPANE (EUROPE: CIF ARA LARGE CARGOES)-ARGUS INTERNATIONAL LPG” means that the price for a Pricing Date will be that day’s Specified Price per tonne of propane for delivery on the Delivery Date, stated in US Dollars, published under the heading “Northwest Europe and Mediterranean: cif ARA (large cargoes): Propane” in the issue of Argus International LPG that reports prices effective on that Pricing Date.
b) Ref Price A - Pricing Date
Each day that prices are reported for the Delivery Date
c) Ref Price A - Specified Price
Price
The conversion factor for this contract is 1 metric ton = 12.404762 bbls
d) Ref Price A - Pricing calendar
Argus International LPG
e) Ref Price A - Delivery Date
Contract month
REFERENCE PRICE B
OIL-BRENT-ICE
a) Ref Price B - Description
“OIL-BRENT-ICE” means that the price for a Pricing Date will be that day’s settlement price as made public by ICE for the front month Brent Crude Future for each Business Day in the determination period.
b) Ref Price B - Pricing Date
Each trading day of the ICE Brent Crude Future Contract during the Contract month

Roll Adjust Provision
In order to use the correct Floating Price quotations, the nearby month quotation for ICE Brent Futures specified in the Floating Price terms above will be used except for the expiration date of the commodity's underlying delivery month's futures contract. On such date, the applicable pricing quotation will be rolled to the following month's futures contract.
c) Ref Price B - Specified Price
Settlement Price
d) Ref Price B - Pricing Calendar
ICE
e) Ref Price B - Delivery Date
First Nearby Month
MIC Code
IFED
Clearing Venues
ICEU

Trading Hours

CityTradingPre-Open
New York7:50 PM - 6:00 PM*
19:50 - 18:00
7:40 PM
19:40
London12:50 AM - 11:00 PM*
00:50 - 23:00
12:40 AM
00:40
Singapore7:50 AM - 6:00 AM*
07:50 - 06:00
7:40 AM
07:40

*Next Day

Sunday Pre-Open 5:40 PM ET; Closed on Saturday

Codes

Clearing Admin Name
NGL Master
Physical
PRR
Logical
PRR
GMI (FC)
ION A.C.N.
Symbol Code
PRR