Attached, please find a copy of a notice originally distributed on May 22, 2002, which discusses Large Trader Reporting for Security Futures Products. All Clearing Firms are encouraged to re-read this document. We believe it will be particularly helpful to those Firms that are Clearing Members of the CME that might access OneChicago through the CME but; for whatever reason, clear their positions through OCC. In this situation, the OCC member would be responsible for transmitting their Large Trader Reportable positions to SIAC.

Only those those firms, whose positions are cleared at the CME Clearing House would transmit their Large Trader Reportable Positions to the CME. Everyone is urged to familiarize themselves with the attached document prior to the launch of Security Futures Products. Should you have any questions, please feel free to contact Ray Menghi at 312 648 3661.