Effective on December 1, 2014, the intra-association trading restrictions under CME Rule 515.E. (“Trading Restrictions”) will be added to the 2nd through 6th contract month positions in quarterly cycle Eurodollar options.
This change is being made in conjunction with adding those contract month positions 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-7236.
The complete list of restricted contracts pursuant to CME Rule 515.E. is set forth below:
· Quarterly Cycle: 1st and 2nd contract month positions, through 11/28/2014
· Quarterly Cycle: 1st through 6th contract month positions, beginning 12/1/2014
Eurodollar MidCurve Options:
· 1-Year Quarterly: 1st, 2nd and 3rd contract month positions
· 1-Year Serial: 1st contract month position
· 2-Year Quarterly: 1st, 2nd and 3rd contract month positions
· 2-Year Serial: 1st and 2nd contract month positions
· 3-Year Quarterly: 1st and 2nd contract month positions
· 3-Year Serial: 1st and 2nd contract month positions
Standard & Poor’s 500 Stock Price Index Futures:
· Quarterly Cycle: 1st contract month position
If you have any questions regarding the CME broker association intra-association trading restrictions, please contact Jeff Nierman, Data Investigator, 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 firstname.lastname@example.org.
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