Effective on April 1, 2014, the intra-association trading restrictions under CME Rule 515.E. ("Trading Restrictions") will begin to apply to the following quarterly and serial Eurodollar MidCurve options:
o First, second and third contract month position quarterly cycle 1-Year Eurodollar MidCurve options;
o First contract month position serial 1-Year Eurodollar MidCurve options;
o First, second and third contract month position quarterly cycle 2-Year Eurodollar MidCurve options;
o First and second contract month position serial 2-Year Eurodollar MidCurve options;
o First and second contract month position quarterly 3-Year Eurodollar MidCurve options;
o First and second contract month position serial 3-Year Eurodollar MidCurve options; and
o First contract month position quarterly 4-Year Eurodollar MidCurve options
This addition is being made in conjunction with adding these same contracts to the list of restricted contracts pursuant to CME Rule 552 (“Dual Trading Restrictions”), as set forth in today’s release of Special Executive Report S-7055.
The complete list of restricted contracts pursuant to CME Rule 515.E. is set forth below:
Eurodollar Options:
· Quarterly Cycle: first and second contract months
Eurodollar MidCurve Options (beginning April 1, 2014):
· 1-Year Quarterly: first, second and third contract months
· 1-Year Serial: first contract month
· 2-Year Quarterly: first, second and third contract months
· 2-Year Serial: first and second contract months
· 3-Year Quarterly: first and second contract months
· 3-Year Serial: first and second contract months
· 4-Year Quarterly: first contract month
Standard & Poor’s 500 Stock Price Index Futures:
· Quarterly Cycle: first contract month
If you have any questions regarding the CME broker association intra-association trading restrictions, please contact Jeff Nierman, Senior Data Quality Analyst, Market Regulation, at 312.341.3195.
For media inquiries concerning this Special Executive Report, please contact CME Group Corporate Communications at 312.930.3434 or news@cmegroup.com.