CME Rulebook

 

 

Browse CME Rulebook

Chapter Title
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
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
11 CME Spot Market Trading
52 Class III Milk Futures
52A Options on Class III Milk Futures
52B Midsize Options on Class III Milk Futures
54 Nonfat Dry Milk Futures
54A Options on Nonfat Dry Milk Futures
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 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
201 Random Length Lumber Futures
201A Options on Random Length Lumber Futures
204 USD Malaysian Crude Palm Oil Calendar Futures
204A USD Malaysian Crude Palm Oil Calendar Swap (Cleared Only)
204B USD Malaysian Palm Olein Calendar Swap (Cleared Only)
204C USD Malaysian Palm Olein Calendar Futures
204D USD Malaysian Crude Palm Oil Average Price Option
204E Bursa Malaysia Crude Palm Oil – Gasoil Spread 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
259L U.S. Dollar/South African Rand (USD/ZAR) 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) Futures
261C 1-Month Euro/U.S. Dollar (EUR/USD) VolContracts (Euro 1-Month VolContracts) Futures
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
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
299 CME Bloomberg Dollar Spot IndexSM 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 Czech Koruna/Euro (CZK/Euro) Cross Rate Futures
315A Options on Czech Koruna/Euro (CZK/EUR) Cross Rate Futures
316 Hungarian Forint/Euro (HUF/EUR) Cross Rate Futures
316A Options on Hungarian Forint/Euro (HUF/EUR) Cross Rate Futures
317 Polish Zloty/Euro (PLN/EUR) Cross Rate Futures
317A Options on Polish Zloty/Euro (PLN/EUR) Cross Rate Futures
318 Chinese Renminbi/Euro (RMB/EUR) Cross Rate Futures
318A Options on Chinese Renminbi/ Euro (RMB/EUR) Cross Rate Futures
320 Euro/Turkish Lira (EUR/TRY) Cross Rate Futures
344L E-Micro U.S. Dollar/Offshore Chinese Renminbi (USD/RMB) Futures
345 U.S. Dollar/Chilean Peso (USD/CLP) Futures
346 Chilean Peso/U.S. Dollar (CLP/USD) 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
352C Options on Yen Denominated Nikkei Stock Average Futures
354 USD Denominated Ibovespa Futures
355 S&P 500 Growth Index Futures
356 S&P 500 Value Index Futures
357 S&P 500 Total Return Index Futures
357A S&P 500 Carry Adjusted Total Return 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
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
365 S&P 500 Annual Dividend Index Futures 
366 S&P 500 Quarterly Dividend 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 Standard and Poor's Select Sector Stock Index Futures
370 E-mini Yen Denominated Nikkei Stock Average Index Futures
377 E-mini NASDAQ Composite Index Futures
382 E-mini Nifty 50 Index Futures
383 E-mini Russell 1000 Index Futures
384 E-mini Russell 1000 Growth Index Futures
385 E-mini Russell 1000 Value Index Futures
386 E-mini USD Denominated FTSE 100 Index Futures
387 E-mini FTSE 100 Index Futures
388 E-mini FTSE China 50 Index Futures
389 S&P MLP Total Return Index Futures
390 E-mini FTSE Developed Europe Index Futures
391 E-mini FTSE Emerging Index Futures
392 E-mini® IPOX® 100 U.S. Index Futures
401 S&P GSCI Commodity Index Futures
403 CME Degree Days Index Futures
403A Options on CME Degree Days 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
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)
415E S&P-GSCI ER Index 2 Month Forward Swaps (Cleared OTC)
415F S&P-GSCI ER Index 3 Month Forward Swaps (Cleared OTC)
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
452 Three-Month Eurodollar Futures
452A Options on 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
454 Two-Year Bundle Futures
454A Options on Two-Year Bundles
455 Three-Year Bundle Futures
455A Options on Three-Year Bundle Futures
456 Five-Year Bundle Futures
456A Options on Five-Year Bundle 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
806 iTraxx Europe Index Untranched CDS Contracts
900 Interest Rate Products  
901 Interest Rate Swaps Contract Terms
902 Interest Rate Swaption Contract Terms