• Corn, Soybean, and Wheat Calendar Swap Listing Cycle

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 12-237
      • Notice Date
      • 06 June 2012
      • Effective Date
      • 23 June 2012
    • When Corn, Soybean, and Wheat calendar swaps were listed for clearing in 2009, expirations were listed as far out as their corresponding futures contracts were consecutively listed. The futures market listing cycle has expanded since that time. CME Group Research and BLM Staff recommend that CBOT agricultural calendar swap expirations be listed for clearing as far out as corresponding futures contracts are consecutively listed. For Corn, Soybean, and Wheat calendar swaps, this would be 34 consecutive expirations listed once per year.  
       
      The following products will have the expanded listings effective for Trade Date June 23, 2012:
       
      Product
      Clearing Ticker Symbol
      Clearing Code
      CBOT Soybean Calendar Swap
      SNS
      SNS
      CBOT Corn Calendar Swap
      CCS
      CCCS
      CBOT Wheat Calendar Swap
      WCS
      WCS
       
      The Contract Specifications for these products are unchanged and can be located on the CME Group website.

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