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Recent Notices
Approved Application for Oat Regularity
Application for Regularity in Ethanol
Approved Application for Ethanol regularity
10 Yr Note
Revised U.S. Treasury Conversion Factors – March 26-27, 2008
Early Trade Checking Call--Financials
Early Trade Checking Call--Financials
5 Yr Note
Early Trade Checking Call--Financials
Strike Price Notice - Ag, Fim, January 29, 2008
Strike Price Notice - Ag, Fim, January 28, 2008
30 Yr Bond
Strike Price Notice - Ag, Fim, February 15, 2008
Trading Position Change - U. S. Treasury Bonds, February 29, 2008
Strike Price Notice - Ag, Fim, February 11, 2008
Financial Options Expiration

Clearing members, traders and trade checkers are advised to make adequate provisions for the Friday afternoon U.S. Treasury Bond and Treasury Note Futures Options trade checking session.

The Floor Conduct Committee is authorized to impose fines up to $1,000 for failure to make adequate provisions for trade checking.

Applicable times for option expiration are as follows:

FRIDAY, June 22, 2007

10:30 a.m. - Options Only Out Trade Report (BXTC730AP) reflects out trades for expiring options only and will be sent to firms at each intra-day out trade pass.

2:00 p.m. -TRADING IN THE EXPIRING OPTION HALTS.

3:30 p.m. - The following reports will be made available via TCP/IP or INFOPAC.

Options Expiration Summary Report (BXTP205) shows firms’ options positions by strike price along with final settlement;

Broker Matched and Unmatched Reports (XTP080 AND XTP085) will be produced for the expiring options only;

In the Money Report (BCPM580) will be available daily and shows in-the-money options based on settlements;

Options Only Out Trade Report (BXTC730AP) reflects out trades for expiring options only and will be sent to firms at each intra-day out trade pass.

3:45 p.m. - MANDATORY TRADE CHECKING SESSION ON THE FLOOR.

4:30 p.m. - Updated Option Only Out Trade Report and Options Expiration Summary Report published.

Corrections and adjustments submitted to CME Clearing.

5:00 p.m. - Updated Option Only Out Trade Report and Options Expiration Summary Report published.

5:15 p.m. - MANDATORY FINAL TRADE CHECKING SESSION ON THE FLOOR. Firms may not leave with unresolved items.

6:00 p.m. - Deadline for exercise and automatic exercise cancellation to be submitted to CME Clearing. (NOTE: Unreconciled out trades will be busted.)

7:00 p.m. - CME processing

After 10:00 p.m. - Option Exercise / Assignments Notice (BCPM650) will be distributed via TCP/IP or INFOPAC.

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