• IMPORTANT: Products in the New Cleared OTC Regulatory Class - Effective Monday, October 4, 2010

      • To
      • Clearing Member Firms, Back Office Managers
      • From
      • CME Clearing
      • #
      • 10-404
      • Notice Date
      • 24 September 2010
      • Effective Date
      • 04 October 2010
    • For your convenience, here is an updated master list of all the CME Group products which are moving on Monday, October 4th, 2010 from the 30.7 Secured regulatory class, to the new Cleared OTC Customer Sequestered (COTC) regulatory class.


      ·         CBOT DJ-UBSCI Excess Return Forwards and Swaps (product exchange CBT, product type FUT, product codes DG2, DG3, DGS)


      ·         CME S&P-GSCI Excess Return Forwards and Swaps (product exchange CME, product type FUT,  product codes ERF, GCO, GDI, SE2, SE3, SES)

      ·         Eris interest-rate swap futures (product exchange CME, product type FUT, product codes beginning with Z and followed by five digits – for example, Z00001)

      ·         COMEX OTC London Gold forwards (product exchange COMEX, product type FWD, product code GB)

      ·         NYMEX wet freight forwards (product exchange NYMEX, product type FWD, product codes FB9, FC2, FC4, FC5, FC6, FDD, FPA, FT3, FT5, FT7)

      ·         All CME-cleared Credit Default Swaps (product exchange CMD, product type CDS, product codes CG12V2, CG13, CG14, CG15)


      Full details on the regulatory and reporting implications of the new regulatory class are available from CME’s website under Advisory 10-400 or click on the below link to access it:    



      For more information please contact CME Clearing at 312-930-3170.  For the full text of this advisory, please click here.