USD and EUR Interest Rate Swap Futures –Delivery Process, September 2014

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

 September 9, 2014 through September 15, 2014

• In accordance with CBOT Rules 51104.C, 52104.C, 53104.C, 54104.C, 55104.C, 56104.C, and 57104.C, firms are obligated to report details of any open interest in expiring futures contracts to the Clearing House. Such information shall be reported in the form of an intent submission in Deliveries Plus. Firms shall submit this information every business day, between 8:00 a.m. and 8:00 p.m., during the last five days of trading in expiring futures