Effective immediately, the Board of Trade of the City of Chicago, Inc. (CBOT or Exchange) has delisted from trading certain previously listed contract months in the futures and option products listed in the left-hand column of Exhibit 1. In consequence of this action, trading in these products will cease upon termination of trading in futures for June 2015 delivery. There is no open interest in any futures contract month or option contract month subject to this action.
Exhibit 1 – CBOT Equity Index Products Subject to Certain Contract Month Delisting
Contract Name / CBOT Rulebook Chapter |
CBOT Commodity Codes |
Previous Listing Schedule |
Amended Listing Schedule
|
Futures Delivery or Option Expiry Months Delisted |
Dow Jones Industrial Average Index Futures ($10 Multiplier) / Chapter 26
|
Open Outcry: DJ Globex: ZD Clearing: 11 |
Mar 2015 Jun 2015 Sep 2015 Dec 2015
|
Mar 2015 Jun 2015* |
Sep 2015 Dec 2015 |
Quarterly and Serial Options on Dow Jones Industrial Average Index Futures ($10 Multiplier) / Chapter 26A
|
Open Outcry Calls: DJC Open Outcry Puts: DJP Globex: OZD Clearing: 11 |
Feb 2015 Mar 2015 Apr 2015 Jun 2015 Sep 2015 Dec 2015
|
Feb 2015 Mar 2015 Apr 2015 Jun 2015*
|
Sep 2015 Dec 2015
|
* June 2015 shall be the final futures delivery month or option expiration month to be listed for trading.
Futures for delivery in March 2015 or in June 2015, and options exercisable into such futures, shall remain listed for trading until termination of trading and expiry, as currently scheduled, in accordance with the respective contract terms and conditions and all applicable Exchange rules.
The Exchange shall continue to list new option series in accordance with the current listing cycle only for options exercisable into March 2015 futures or June 2015 futures. The Exchange shall make no new listing of any option product shown in the table immediately below, where the resultant option contract would be exercisable into a futures contract for delivery in September 2015 or thereafter.
Dow Jones Industrial Average Index
Futures ($10 Multiplier) Options Clearing Code
End-of-Month Options EZD
Weekly Options, Week 1 ZD1
Weekly Options, Week 2 ZD2
Weekly Options, Week 4 ZD4
Accordingly, per the Exchange’s current listing cycle, the final expiration date for End-of-Month options would be Friday, 29 May 2015, the final expiration date for Weekly options would be Friday, 12 June 2015, and the final expiration date for Quarterly and Serial options would be Friday, 19 June 2015.
Futures for delivery in March 2015 or in June 2015 and options exercisable into such futures will remain available for trading in open outcry and on the CME Globex electronic trading platform. Parties to privately negotiated block trades in such contracts will remain able to notify the Exchange of such block trades through CME ClearPort. Such contracts also will remain eligible for use in privately negotiated exchange-for-related-position transactions, subject to all applicable Exchange rules.
For further information, please contact:
Thomas Boggs thomas.boggs@cmegroup.com 312 930 3038
Richard Co richard.co@cmegroup.com 312 930 3227
Tim McCourt tim.mccourt@cmegroup.com 212 299 2415
Frederick Sturm frederick.sturm@cmegroup.com 312 930 1282