• Revised List of Products Subject to Large Trader Reporting of Physical Commodity Swaps under CFTC Part 20 Regulations

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • CME Group RA1310-5
      • Notice Date
      • 26 August 2013
      • Effective Date
      • 26 August 2013

    •  
      This Market Regulation Advisory Notice contains an updated list of products subject to large trader reporting requirements under the CFTC’s Part 20 Regulations (Large Trader Reporting for Physical Commodity Swaps). This notice supersedes Market Regulation Advisory Notices RA1104-5 from
      October 19, 2011, and RA1202-5 from January 18, 2012.
       

      Clearing Code
      Product Name
      Product Chapter in Relevant Rulebook
      SES
      S&P GSCI ER Index Swaps
      CME Chapter 415A
      RRE
      S&P GSCI Enhanced ER Index Swaps
      CME Chapter 415B
      GDI
      S&P GSCI Gold Excess Return Index Swaps
      CME Chapter 415C
      GCO
      S&P GSCI Crude Oil Excess Return Index Swaps
      CME Chapter 415D
      SE2
      S&P GSCI ER Index 2 Month Forward Swaps
      CME Chapter 415E
      SE3
      S&P GSCI ER Index 3 Month Forward Swaps
      CME Chapter 415F
      CCS
      Corn Calendar Swaps
      CBOT Chapter 10C
      SNS
      Soybean Calendar Swaps
      CBOT Chapter 11D
      WCS
      Wheat Calendar Swaps
      CBOT Chapter 14C
      CAW
      AUD Chicago Soft Red Winter Wheat Swaps
      CBOT Chapter 14G
      DGS
      CBOT Dow Jones-UBS Commodity Index Swaps
      CBOT Chapter 29A
      DG2
      DJ-UBS Commodity Index 2 Month Forward Index Swaps
      CBOT Chapter 29B
      DG3
      DJ-UBS Commodity Index 3 Month Forward Index Swaps
      CBOT Chapter 29C
      KWS
      Wheat Calendar Swaps
      KCBT Chapter 21
      KAW
      AUD KC Hard Red Winter Wheat Swaps
      KCBT Chapter 22

       
      The three products listed below were previously set forth in RA1202-5 and are no longer subject to Part 20 regulations:
       
      Clearing Code
      Product Name
      ERF[1]
      S&P GSCI Excess Return Forward Swap
      71[2]
      Denatured Fuel Ethanol Forward Month Swaps
      71[3]
      Cash-Settled Options on Denatured Fuel Ethanol Forward-Month Calendar Swaps
       
       
       
       
      Questions regarding this Advisory Notice may be directed to the following individuals in Market Regulation:
      Sandra Valtierra, Manager, 312.347.4137
      James Moran, Executive Director, 312.435.3671
       
       
       
      For media inquiries concerning this Advisory Notice, please contact CME Group Corporate Communications at 312.930.3434 or news@cmegroup.com.
       


      [1]Delisted on April 30, 2012
      [2]Converted to a futures contract; see CH Advisory 13-072
      [3]Delisted on August 23, 2013