• 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 RA1407-5
      • Notice Date
      • 29 September 2014
      • Effective Date
      • 29 September 2014

    •  

      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 Notice RA1310-5 from August 26, 2013.

       

      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

      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

      KC HRW Wheat Calendar Swaps

      CBOT Chapter 14I

      KAW

      AUD KC Hard Red Winter Wheat Swaps

      CBOT Chapter 14J

       

      The two products listed below were previously set forth in RA1310-5 and are no longer subject to Part 20 regulations:

      Clearing Code

      Product Name

      GDI[1]

      S&P GSCI Gold Excess Return Index Swaps

      GCO[2]

      S&P GSCI Crude Oil Excess Return Index Swaps

      Questions regarding this Advisory Notice may be directed to the following individuals in Market Regulation:

      Sandra Valtierra, Manager, 312.347.4137 or

      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 September 29, 2014

      [2] Delisted on September 29, 2014

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