Effective on June 1, 2010, several contract months will be added to the list of restricted contracts pursuant to CME Rule 515.E. (“Trading Restrictions”). The additions are being made in conjunction with the June 1 addition of the same contract months to the list of restricted contacts pursuant to CME Rule 552 (“Dual Trading Restrictions”).
As of June 1, 2010, the intra-association trading restrictions under CME Rule 515.E. will begin to apply to the sixth contract month quarterly cycle Eurodollar options, third contract month quarterly cycle One-Year Eurodollar MidCurve options and second contract month serial month One-Year Eurodollar MidCurve options.
The complete list of restricted contracts pursuant to CME Rule 515.E. is set forth below:
· Quarterly Cycle: First, Second, Third, Fourth, Fifth and Sixth (as of June 1) contract months
· Serial: First and Second contract months
One-Year Eurodollar MidCurve Options:
· Quarterly Cycle: First, Second and Third (as of June 1) contract months
· Serial: First and Second (as of June 1) contract months
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.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.