• Daily Submission of Large Trader Data

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • CME & CBOT - RA0801-3
      • Notice Date
      • 14 February 2008
      • Effective Date
      • 10 March 2008
    •  
       
       
      Effective March 10, 2008, the deadline for daily FTP submission of the Large Trader position file will be 7:00 a.m. Chicago time for both CBOT products and CME products.  Error corrections or any other adjustments to the position file must be completed by 8:00 a.m. Chicago time, and these entries must be made by using the web-based Large Trader Reportable Position (“LTRP”) application, accessed at http://connect.cme.com.
                                                                                              
      Member firms can request user ids and passwords for access to the LTRP application by completing and submitting a Member Firm On-Line System Access Request Form available at http://cmegroup.com/clearing/files/onlineaccess.pdf. Questions concerning user ids and passwords should be directed to the Customer Support Group at 312.930.3444. 
       
      Omnibus Reporting
       
      Effective March 10, 2008, omnibus accounts must submit large trader reportable positions directly via FTP to the CME Group File Server. Omnibus reporting entities should submit CBOT large trader positions using the same alpha firm id used to submit CME positions.   If an omnibus entity does not currently submit large trader positions for CME products, the entity should contact the Market Regulation Department at 312.648.8661 to obtain an alpha firm identification code. This alpha id must not be used for CBOT position reporting prior to March 10, 2008.
       
      CME and CBOT Rule 561 (“Reports of Large Positions”) is presented in its entirety below.
       
      561.      REPORTS OF LARGE POSITIONS
      561.A.   General Provisions
      Clearing members shall submit to the Exchange a daily report of all individuals or entities which own, control, or carry reportable positions in a single contract month for one futures contract or a single expiration month for a put or call option, regardless of strike price. The Exchange may require that more than one report be submitted daily. Such report shall be in a form acceptable to the Market Regulation Department and shall contain the account numbers and the number of open contracts in each month for a futures contract or in each expiration month for a put or call option in which any individual or other entity owns, controls, or carries open positions in a single contract month that equals or exceeds the reporting level for such contract pursuant to Section B. Furthermore, with respect to any individual or entity owning, controlling, or carrying a position that meets or exceeds the reportable level in any month of a futures or options contract, the clearing member must submit a report for that individual or entity in all months of that futures contract and all corresponding options contracts, regardless of position size. The Business Conduct Committee or the Market Regulation Department may, at its discretion, require reports from one or more clearing members on a lesser number of positions owned, controlled, or carried.
       
      Clearing members shall also furnish the Market Regulation Department with reports identifying the owner and any controlling parties for accounts required to be disclosed in accordance with the preceding paragraph.
      It shall be the responsibility of the clearing member to obtain the information required above relative to ownership and control of positions within any account carried on an omnibus basis, unless such omnibus account has been specifically exempted by the Market Regulation Department.
      561.B.   Reportable Levels
      The reportable levels for all contracts are set forth in the Position Limit and Reportable Level Table in the Interpretations Section at the end of Chapter 5.
      Updated LTRP User Guide
      The revised version of the LTRP User Guide which documents enhancements to the LTRP application will be available shortly and will be accessible via the Client Management Training Services web page at http://www.cmegroup.com/clearing/systems-operations/user-guides.html. Questions concerning how to use the system can be directed to Client Management Training Services at 312.930.4523.  

       

       

      Questions regarding this advisory may be directed to the following individuals in Market Regulation:

      Danyelle Franks, Senior Database Integrity Administrator, 312.648.8661
       
      Jerry O’Connor, Associate Director, Financial Surveillance, 312.930.3256
       
      Joe Hawrysz, Associate Director, Agricultural Surveillance, 312.341.7750

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