CME Rulebook

 
 

CME Rulebook

 

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Chapter Topic
i. CME Certificate of Incorporation
ii. CME Bylaws 
iii. CME Definitions
1 Membership
2 Government
3 Exchange Committees
4 Enforcement of Rules
5 Trading Qualifications and Practices
6 Arbitration
7 Delivery Facilities and Procedures
8 Clearing House and Performance Bonds
8A Mutual Offset System
8B Security Futures Products
8C Clearing Services
8E Exempt Commercial Market (CME ECM INC.)
8E101 Midwest ISO Indiana Hub 5 MW Peak Calendar-Month Day-Ahead Swap(CME ECM)
8F Over-the-Counter Derivative Clearing
8G Interest Rate Derivative Clearing
8H Credit Default Swaps Clearing
9 Clearing Members
10 Regulatory Reporting of Swap Data
51S Butter - Spot Call
52 Class III Milk Futures
52A Options on Class III Milk Futures
52B Midsize Options on Class III Milk Futures
53S Cheese Spot Call
54 Nonfat Dry Milk Futures
54A Options on Nonfat Dry Milk Futures
54S Nonfat Dry Milk Spot-Call
55 Class IV Milk Futures
55A Options on Class IV Milk Futures
56 Cash Settled Butter Futures
56A Options on Cash-Settled Butter Futures
57 CME Dry Whey Futures
57A Options on Dry Whey Futures
60 Cheese Futures
60A Options on Cheese Futures
101 Live Cattle Futures
101A Options on Live Cattle Futures
101B Options on Live Cattle Futures Calendar Spreads
102 Feeder Cattle Futures
102A Options on Feeder Cattle Futures
152 Lean Hog Futures
152A Options on Lean Hog Futures
152B Options on Lean Hogs Futures Calendar Spreads
201 Random Length Lumber Futures
201A Options on Random Length Lumber Futures
204 U.S. Dollar Cash Settled Crude Palm Oil Futures
251 British Pound Sterling/U.S. Dollar (GBP/USD) Futures
251A Options on British Pound Sterling/U.S. Dollar (GBP/USD Futures
252 Canadian Dollar/U.S. Dollar (CAD/USD) Futures
252A Options on Canadian Dollar/U.S. Dollar (CAD/USD) Futures
253 Japanese Yen/U.S. Dollar (JPY/USD) Futures
253A Options on Japanese Yen/U.S. Dollar (JPY/USD) Futures
254 Swiss Franc/U.S. Dollar (CHF/USD) Futures
254A Options on Swiss Franc/U.S. Dollar (CHF/USD) Futures
255 Australian Dollar/U.S. Dollar (AUD/USD) Futures
255A Options on Australian Dollar/U.S. Dollar (AUD/USD) Futures
256 Mexican Peso/U.S. Dollar (MXN/USD) Futures
256A Options on Mexican Peso/U.S. Dollar (MXN/USD) Futures
257 Brazilian Real/U.S. Dollar (BRL/USD) Futures
257A Options on Brazilian Real/U.S. Dollar (BRL/USD) Futures
257H Cleared OTC U.S. Dollar/ Brazilian Real (USD/BRL) Spot, Forwards and Swaps)
258 New Zealand Dollar/U.S. Dollar (NZD/USD) Futures
258A Options on New Zealand Dollar/U.S. Dollar (NZD/USD) Futures
259 South African Rand/U.S. Dollar (ZAR/USD) Futures
259A Options on South African Rand/U.S. Dollar (ZAR/USD) Futures
260 Russian Ruble/U.S. Dollar (RUB/USD) Futures
260A Options on Russian Ruble/U.S. Dollar (RUB/USD) Futures
260H Cleared OTC U.S. Dollar / Russian Ruble (USD/ RUB) Spot, Forwards and Swaps
261 Euro/U.S. Dollar (EUR/USD) Futures
261A Options on Euro/U.S. Dollar (EUR/USD) Futures
261B 3-Month Euro/U.S. Dollar (EUR/USD) VolContracts (Euro 3-Month VolContracts)
261C 1-Month Euro/U.S. Dollar (EUR/USD) VolContracts (Euro 1-Month VolContracts)
262 E-mini Euro/U.S. Dollar (EUR/USD) Futures
263 E-mini Japanese Yen/U.S. Dollar Futures
264 Norwegian Krone/U.S. Dollar (NOK/USD) Futures
265 Swedish Krona/U.S. Dollar (SEK/USD) Futures
266 Czech Koruna/U.S. Dollar (CZK/USD) Futures
266A Options on Czech Koruna/U.S. Dollar (CZK/USD) Futures
267 Hungarian Forint/U.S. Dollar (HUF/USD) Futures
267A Options on Hungarian Forin/U.S. Dollar (HUF/USD)t Futures
268 Polish Zloty/U.S. Dollar (PLN/USD) Futures
268A Options on Polish Zloty/U.S. Dollar (PLN/USD) Futures
269 Israeli Shekel/U.S. Dollar (ILS/USD) Futures
269A Options on Israeli Shekel/U.S. Dollar (ILS/USD) Futures
270 Chinese Renminbi/U.S. Dollar (RMB/USD) Futures
270A Options onChinese Renminbi/U.S. Dollar (RMB/USD) Futures
270H Cleared OTC U.S. Dollar/ Chinese Renminbi (USD/RMB) Spot, Forwards and Swaps
270J U.S. Dollar/Chinese Renminbi (USD/RMB or CNY) Futures with U.S. Dollar Banking
271 Korean Won/U.S. Dollar (KRW/USD) Futures
271A Options on Korean Won/U.S. Dollar (KRW/USD) Futures
271H Cleared OTC U.S. Dollar/Korean Won (USD/ KRW) Spot, Forwards and Swaps
272 U.S. Dollar/Turkish Lira (USD/TRY) Futures
273H Cleared OTC U.S. Dollar/ Colombian Peso (USD/COP) Spot, Forwards and Swaps
274H Cleared OTC U.S. Dollar/ Chilean Peso (USD/CLP) Spot, Forwards* and Swaps
277H Cleared OTC U.S. Dollar/ Peruvian Nuevo Sol (USD/PEN) Spot, Forwards and Swaps
279 Indian Rupee/U.S. Dollar (INR/USD) Futures
279H Cleared OTC U.S. Dollar/ Indian Rupee (USD/INR) Spot, Forwards and Swaps
280H Cleared OTC U.S. Dollar/ Malaysian Ringgit (USD/MYR) Spot, Forwards and Swaps
281H Cleared OTC U.S. Dollar/ Indonesian Rupiah (USD/IDR) Spot, Forwards and Swaps
282H Cleared OTC U.S. Dollar/ Taiwan Dollar (USD/TWD) Spot, Forwards and Swaps
283H Cleared OTC U.S. Dollar/ Philippines Peso (USD/PHP) Spot, Forwards and Swaps
284L U.S. Dollar/Offshore Chinese Renminbi (USD/RMB) Futures
290 E-micro British Pound Sterling/U.S. Dollar(GBP/USD) Futures
291 E-micro Australian Dollar/U.S. Dollar (AUD/USD) Futures
292 E-micro Euro/U.S. Dollar (EUR/USD) Futures
293 E-micro Canadian Dollar / U.S.Dollar(CAS/USD) Futures
294 E-micro Japanese Yen /U.S. Dollar(JPY/USD) Futures
295 E-micro Swiss Franc/U.S. (CHF/USD) Futures
296 E-Micro Indian Rupee/U.S. Dollar (INR/USD) Futures
300 CME WM/Reuters OTC Spot, Forward and Swap Contracts
301 Euro/ British Pound Sterling (EUR/GBP) Cross Rate Futures
301A Options on Euro/ British Pound Sterling (EUR/GBP) Cross Rate Futures
302 Euro/ Canadian Dollar (EUR/CAD) Cross Rate Futures
303 Euro/ Japanese Yen (EUR/JPY) Cross Rate Futures
303A Options on Euro/ Japanese Yen (EUR JPY) Cross Rate Futures
304 Euro/ Swiss Franc (EUR/CHF) Cross Rate Futures
304A Options on Euro/ Swiss Franc (EUR/CHF) Cross Rate Futures
305 British Pound Sterling/ Japanese Yen (GBP/JPY) Cross Rate Futures
306 British Pound Sterling/ Swiss Franc (GBP/CHF) Cross Rate Futures
307 Swiss Franc/ Japanese Yen CHF/JPY) Cross Rate Futures
308 Australian Dollar/ Canadian Dollar (AUD/CAD) Cross Rate Futures
309 Australian Dollar/ Japanese Yen (AUD/JPY) Cross Rate Futures
310 Australian Dollar/ New Zealand Dollar (AUD NZD) Cross Rate Futures
311 Canadian Dollar/ Japanese Yen (CAD JPY) Cross Rate Futures
312 Euro/ Australian Dollar (EUR/AUD) Cross Rate Futures
313 Euro / Norwegian Krone (EUR/NOK) Cross Rate Futures
314 Euro/ Swedish Krona (EUR/SEK) Cross Rate Futures
315 Euro/ Czech Koruna (EUR/CZK) Cross Rate Futures
315A Options on Euro/ Czech Koruna (EUR/CZK) Cross Rate Futures
316 Euro/ Hungarian Forint (EUR/HUF) Cross Rate Futures
316A Options on Euro/ Hungarian Forint (EUR/HUF) Cross Rate Futures
317 Euro/ Polish Zloty (EUR/PLN) Cross Rate Futures
317A Options on Euro/ Polish Zloty (EUR/PLN) Cross Rate Futures
318 Chinese Renminbi/Euro (RMB/EUR) Cross Rate Futures
318A Options on Chinese Renminbi/ Euro (RMB/EUR) Cross Rate Futures
319 Chinese Renminbi/ Japanese Yen (RMB/JPY) Cross Rate Futures
319A Options on Chinese Renminbi/ Japanese Yen (RMB/ JPY) Cross Rate Futures
320 Euro/Turkish Lira (EUR/TRY) Cross Rate Futures
340 E-Micro U.S. Dollar/Canadian Dollar (USD/CAD) Futures
341 E-micro U.S. Dollar/Japanese Yen (USD/JPY)Futures
342 E-micro U.S. Dollar/Swiss Franc (USD/CHF) Futures
343J E-Micro U.S. Dollar/Chinese Renminbi (USD/RMB or CNY) Futures with U.S. Dollar Banking
344L E-Micro U.S. Dollar/Offshore Chinese Renminbi (USD/RMB) Futures
351 Standard and Poor's 500 Stock Price Index Futures
351A Options on Standard and Poor's 500 Stock Price Index Futures
352 Nikkei Stock Average Futures
352A Options on Nikkei Stock Average Futures
352B Yen Denominated Nikkei Stock Average Futures
353 Standard and Poor's Midcap 400 Stock Price Index Futures
353A Options on Standard and Poor's Midcap 400 Stock Price Index Futures
354 USD Denominated Ibovespa Futures
355 S&P 500/ Growth Index Futures
355A Options on S&P 500/ Growth Index Futures
356 S&P 500/ Value Index Futures
356A Options on S&P 500/ Value Index Futures
357 NASDAQ 100 Index Futures
357A Options on NASDAQ 100 Index Futures
358 E-mini Standard and Poor's 500 Stock Price Index Futures
358A Options on E-mini Standard and Poor's 500 Stock Price Index Futures
358B Euro Denominated E-mini Standard and Poor's 500 Stock Price Index Futures
359 E-mini NASDAQ 100 Index Futures
359A Options on E-mini NASDAQ 100 Index Futures
360 E-Mini NASDAQ Biotechnology Index Futures
362 E-mini Standard and Poor's Midcap 400 Stock Price Index Futures
362A Options on E-mini Standard & Poor's MidCap 400 Stock Price Index Futures
368 E-Mini S&P Smallcap 600 Index Futures
368A Options on E-mini S&P SmallCap 600 Stock Price Index Futures
369 E-mini S&P Select Sector Stock Index Futures
370 E-mini Yen Denominated Nikkei Stock Average Index Futures
377 E-mini NASDAQ Composite Index Futures
380 S&P SmallCap 600 Index Futures
381 E-mini CNX Nifty Index Futures
382 E-micro CNX Nifty Index Futures
384 Custom Stock Index Futures
401 S&P GSCI Commodity Index Futures
401A Options on S&P GSCI Commodity Index Futures
402 CME Seasonal Strip Snowfall Index Futures
402A Options on CME Seasonal Strip Snowfall Index Futures
402B CME Seasonal Strip Snowfall Index Binary Contract
403 CME Degree Days Index Futures
403A Options on CME Degree Days Index Futures
404 Dow Jones CME FX$INDEX Futures
405 CME Seasonal Strip Degree Days Index Futures
405A Options on CME Seasonal Strip Degree Days Index Futures
406 CME European HDD Index Futures
406A Options on CME European HDD Index Futures
407 CME European Seasonal Strip HDD Index Futures
407A Options on CME European Seasonal Strip HDD Index Futures
408 CME European CAT Index Futures
408A Options on CME European CAT Index Futures
409 CME European Seasonal CAT Strip Index Futures
409A Options on CME European Seasonal Strip CAT Index Futures
411 CME Pacific Rim Index Futures
411A Options on CME Pacific Rim Index Futures
412 CME Pacific Rim Seasonal Index Futures
412A Options on CME Pacific Rim Seasonal Index Futures
414 Eurozone Harmonized Index of Consumer Prices (HICP) Futures
415 S&P GSCI ER Index Futures
415A S&P GSCI ER Index Swaps (Cleared OTC)
415B S&P GSCI Enhanced ER Index Swaps (Cleared OTC)
415C S&P GSCI Gold Excess Return Index Swaps (Cleared OTC)
415D S&P GSCI Crude Oil Excess Return Index Swaps (Cleared OTC)
415E S&P-GSCI ER Index 2 Month Forward Swaps (Cleared OTC)
415F S&P-GSCI ER Index 3 Month Forward Swaps (Cleared OTC)
416 CME Frost Index Futures
416A Options on CME Frost Index Futures
417 CME Seasonal Frost Index Futures
417A Options on CME Seasonal Frost Index Futures
418 CME Snowfall Index Futures
418A Options on CME Snowfall Index Futures
418B CME Snowfall Index Binary Contract
419 CME Metro Area Housing Index Futures
419A Options on CME Metro Area Housing Index Futures
420 CME Composite Housing Index Futures
420A Options on CME Composite Housing Index Futures
421 CME Canadian Degree Days Index Futures
421A Options on CME Canadian Degree Days Index Futures
422 CME Canadian Seasonal Strip Degree Days Index Futures
422A Options on CME Canadian Seasonal Strip Degree Day Index Futures
423 CME Hurricane Index Futures
423A Options on CME Hurricane Index Futures
423B CME Hurricane Index Binary Contract
424 CME Weekly Average Temperature Index Futures
424A Options on CME Weekly Average Temperature Index Futures
425 CME Canadian CAT Index Futures
425A Options on CME Canadian CAT Index Futures
426 CME Canadian Seasonal CAT Strip Index Futures
426A Options on CME Canadian Seasonal CAT Strip Index Futures
427 CME Hurricane Index Seasonal Futures
427A Options on CME Hurricane Index Seasonal Futures
427B CME Hurricane Index Seasonal Binary Contract
428 CME Hurricane Index Seasonal Maximum Futures
428A Options on CME Hurricane Index Seasonal Maximum Futures
428B CME Hurricane Index Seasonal Maximum Binary Contract
428C CME Hurricane Index Second Event Seasonal Maximum Binary Contract
430 CME Hurricane Index Cat-In-A-Box Futures
430A Options on CME Hurricane Index Cat-In-A-Box Futures
430B CME Hurricane Index Cat-In-A-Box Binary Contract
431 CME Hurricane Index Seasonal Cat-In-A-Box Futures
431A Options on CME Hurricane Index Seasonal Cat-In-A-Box Futures
431B CME Hurricane Index Seasonal Cat-In-A-Box Binary Contract
432 CME Hurricane Index Seasonal Maximum Cat-In-A-Box Futures
432A Options on CME Hurricane Index Seasonal Maximum Cat-In-A-Box Futures
432B CME Hurricane Index Seasonal Maximum Cat-In-A-Box Binary Contract
432C CME Hurricane Index Second Event Seasonal Maximum Cat-In-A-Box Binary Contract
435 CME Barclays Capital U.S. Aggregate Bond Index Futures
435A Options on CME Barclays Capital U.S. Aggregate Bond Index Futures
439 CME Australian Degree Days Index Futures
439A Options on CME Australian Degree Days Index Futures
440 CME Australian Seasonal Strip Degree Days Index Futures
440A Options on CME Australian Seasonal Strip Degree Days Index Futures
441 CME Rainfall Index Futures
441A Options on CME Rainfall Index Futures
441B CME Rainfall Index Binary Contract
442 CME Seasonal Strip Rainfall Index Futures
442A Options on CME Seasonal Strip Rainfall Index Futures
442B CME Seasonal Strip Rainfall Index Binary Contract
451 13-week U.S. Treasury Bills Futures
452 Three-Month Eurodollar Futures
452A Options on Three-Month Eurodollar Futures
452C E-mini Three-Month Eurodollar Futures
452D Options on Three-Month Eurodollar Futures Calendar Spreads
453 One-Month Eurodollar Futures
453A Options on One-Month Eurodollar Futures
460 Three-Month OIS Futures
460A Options on Three-Month Overnight Index Swap Futures
501 Three-month Euroyen Futures
501A Options on Three-month Euroyen Futures
502 10-Year Sovereign Yield Spread Futures
503 Three-Month Euribor Futures
700 Security Futures Products Standards
701 Security Futures Products Adjustments
710 Physically Delivered Single Security Futures
800 Over-the-Counter-Derivatives
801 CDS Contracts
802 CDX Index Untranched CDS Contracts
803 North American Single Name CDS Contracts
804 CME CDS Risk Committee
805 CME CDS Physical Settlement
900 Interest Rate Swaps
901 Interest Rate Swaps Contract Terms

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