• CME Group to Delist CME Swap Futures-Effective Sunday, March 29, 2009

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 09-124
      • Notice Date
      • 26 March 2009
      • Effective Date
      • 29 March 2009
    • Effective Sunday, March 29 (trade date Monday, March 30), all of the legacy CME Swap futures will be delisted:
       
      ·         CME 2-Year Swap futures and spreads (S2)
      ·         CME 5-Year Swap futures and spreads (S5)
      ·         CME 10-Year Swap futures and spreads (S0 [s-zero])
      ·         CME 2-Year/10-Year Intercommodity Spread (S2-S0)
      ·         CME 2-Year/5-Year Intercommodity Spread (S2-S5)
      ·         CME 5-Year/10-Year Intercommodity Spread (S5-S0)
      ·         CME 2-Year Intraspread (S2)
      ·         CME 5-Year Intraspread (S5)
      ·         CME 10-Year Intraspread (S0)
       
       
      Please note: this delisting does not apply to the legacy CBOT Interest Rate Swap futures.

CME Group is the world’s leading 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.

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