This Advisory Notice supersedes CBOT Market Regulation Advisory Notice RA0806-1 from February 15, 2008. It is being reissued based on a change to the location for trading intermarket spreads in the Soybean/Soybean Meal/Soybean Oil complex. The new location is the bridge between the Soybean Oil and Soybean Meal pits, and the change is effective immediately.
Please note that the following intermarket spreads may be executed on the trading floor only by eligible members. These spreads may be traded only in the designated areas and must be reported to the appropriate Trading Floor Operations staff.
Spread Trading/Reporting Location
Fed Funds/2-Year Note Fed Funds pit
2-Year Note/T-Bond 2-Year Note pit
2-Year Note/10-Year Note 2-Year Note pit
2-Year Note/5-Year Note 2-Year Note pit
5-Year Note/T-Bond 5-Year Note pit
5-Year Note/10-Year Note 5-Year Note pit
10-Year Note/T-Bond 10-Year Note pit
5/10/30-Year Swaps/any Treasury Future1 Swaps pit
5/10/30-Year Swaps/Fed Funds Swaps pit
Spread Trading/Reporting Location
Options/Underlying future Relevant options pit
T-Bond Options/any Treasury Future[1] T-Bond Options pit
10-Year Note Options/any Treasury Future1 10-Year Options pit
10-Year Note Options/T-Bond Options 10-Year Options pit
5-Year Note Options/any Treasury Future1 5-Year Options pit
5-Year Note Options/10-Year Note Options 5-Year Options pit
5-Year Note Options/T-Bond Options 5-Year Options pit
2-Year Note Options/any Treasury Future1 2-Year Options pit
2-Year Note Options/5-Year Note Options 2-Year Options pit
[1] Treasury Futures include 30-Year T-Bonds, 10-Year Notes, 5-Year Notes and 2-Year Notes. Under a pilot program, spreads involving the Ultra T-Bond contract may take place from any location within the treasury pit.
Spread Trading/Reporting Location
Soybean Crush Bridge between Oil/Meal pits (report in Oil)
Meal/Oil Bridge between Oil/Meal pits (report in Oil)
Soybeans/Meal Bridge between Oil/Meal pits (report in Oil)
Soybeans/Oil Bridge between Oil/Meal pits (report in Oil)
Meal/Corn Meal pit
Spread Trading/Reporting Location
Corn/Soybeans Soybean pit
Wheat/Soybeans Wheat pit
Wheat/Corn Oat pit
Wheat/Oats Oat pit
Corn/Oats Oat pit
Soybeans/Mini Soybeans Soybean pit
Corn/Mini Corn Corn pit
Wheat/Mini Wheat Wheat pit
Spread Trading/Reporting Location
Bean Options/Meal Options/Oil Options Meal/Oil Options pit
Meal Options/Oil Options Meal/Oil Options pit
Soybean Options/Corn Options Soybean Options pit
Wheat Options/Corn Options Wheat Options pit
Wheat Options/Soybean Options Wheat Options pit
Oil Options/Soybean Options Oil Options pit
Meal Options/Soybean Options Meal Options pit
Meal Options/Corn Options Meal Options pit
Oat Options/Corn Options Oat Options pit
Questions regarding this advisory may be directed to the following individuals:
Erin Schwartz, Rules & Regulatory Outreach, Market Regulation, 312.341.3083
For media inquiries concerning this Advisory Notice, please contact CME Group Corporate Communications at 312.930.3434 or news@cmegroup.com.