Topics in this issue include:

     Critical System Updates

·        Additional Client Data in CGM and LSOC Submissions

·        NEW:  Trade by Day Functionality for HBI

     Deliveries

·        March 2014 Currency Delivery Reminders

·        CME Group Delivery Dates for March 2014

·        USD Interest Rate Swap Futures- Delivery Process, March 2014

·        2014 Approved List of Live Cattle Stockyards & Slaughter Plants

·        NEW:  March 2014 Final Foreign Currency Settlement Prices

     Events & Announcements

·        Daily Position Adjustment Deadline Extension

·        NY Clearing Hotline Decommission

·        Listing Expansion for AUP Contract on Globex

·        Product Listing Schedule Delay-August 2015 Live Cattle Futures and Options

·        Guaranty Fund Asset Acceptance Changes

·        Contact Information

March 2014 Currency Delivery Reminders

The March 2014 currency delivery cycle begins Monday, March 17, 2014.  Clearing member firms should enter their currency intentions into the Deliveries System available through the CME Portal.

For the full text of this advisory, please click here.

CME Group Delivery Dates for March 2014

See the delivery dates for the March 2014 Chicago Mercantile Exchange Inc., Chicago Board of Trade, NYMEX, COMEX, and DME contracts.

USD Interest Rate Swap Futures- Delivery Process, March 2014

Please be advised that the linked delivery process and schedule will be in effect for the March 2014 delivery cycle.  All times are Central Standard Time unless otherwise noted.

2014 Approved List of Live Cattle Stockyards & Slaughter Plants

The attached Stockyards and Slaughter Plants have been approved for deliveries against the CME Group Live Cattle futures contract from February 1, 2014 through January 31, 2015. Delivery point information and contact numbers are listed for your reference.

See the full advisory.

If there are any questions, please contact the Deliveries Unit at (312) 930-3172.

NEW:  March 2014 Final Foreign Currency Settlement Prices

Attached here are the final foreign currency settlement prices for March 2014.

http://www.cmegroup.com/tools-information/lookups/advisories/clearing/files/Chadv14-111.pdf

Daily Position Adjustment Deadline Extension

Effective Monday, March 17, 2014, the deadline to complete A.M. Position Adjustments will be 8:15 a.m. CST.  Firms requiring additional time after the 8:15 a.m. CST deadline should call CME Clearing by 8:00 a.m. CST on the applicable day in order to accommodate the request.

If there are any additional questions, please contact Clearing Client Services (CCS) at 312-207-2525 or via email at ccs@cmegroup.com

NY Clearing Hotline Decommission

Please note effective Saturday, March 15, 2014, CME Clearing will decommission the following NY Clearing Hotlines:

• (212) 299-2309 (NY Clearing Information Service)
• (212) 299-2120 (Day Time Clearing)
• (212) 299-2110 (Night Time Clearing)

All future inquiries should be directed to the CME Clearing Services (CCS) hotline at 312-207-2525 or via email at ccs@cmegroup.com

Listing Expansion for AUP Contract on Globex

Effective Sunday, March 23, 2014 for trade date Monday, March 24, 2014, and pending all relevant CFTC regulatory review periods, please be advised that the New York Mercantile Exchange, Inc. (EXCHANGE) will expand the listing of contract months for the product listed below on CME Globex.

Product Listing Schedule Delay-August 2015 Live Cattle Futures and Options

Effective Sunday, March 16, 2014 for trade date Monday, March 17, 2014, and pending all relevant CFTC regulatory review periods, the Chicago Mercantile Exchange Inc. (CME or Exchange) will delay the listing of the August 2015 contract month for the products listed below.

The initial listing of the August contract month, which is normally scheduled to be listed for trading on the on CME Globex, Open Outcry and available for submission for clearing on CME ClearPort for the trade date of Monday, March 3, 2014, will be delayed until the trade date of Monday, March 17, 2014. 

Guaranty Fund Asset Acceptance Changes

CME currently administers three different guaranty funds for IRS, CDS, and “Base” products. In conjunction with the new CFTC Regulation 39.33, CME plans to amend the types of collateral eligible to meet guaranty fund requirements in an effort to align composition with the CFTC’s definition of qualifying liquidity resources.

Pending regulatory review, effective April 1, 2014, the following asset types will be acceptable collateral for any CME Clearing guaranty fund. 

Acceptable Guaranty Fund Collateral

• USD cash
• U.S. Treasury Bills/Notes/Bonds *

* (Time to maturity not to exceed 10 years)

For more information, please contact CME Clearing Financial Unit at 312-207-2594 or CME Clearing Risk Unit at 312-648-3888.

Contact Information