RESTRICTED CONTRACT MARKETS FOR CME RULE 515 (“REGISTRATION AND IDENTIFICATION OF BROKER ASSOCIATIONS”)

Effective on June 1, 2010, several contract months will be added to the list of restricted contracts pursuant to CME Rule 515.E. (“Trading Restrictions”).  The additions are being made in conjunction with the June 1 addition of the same contract months to the list of restricted contacts pursuant to CME Rule 552 (“Dual Trading Restrictions”).

As of June 1, 2010, the intra-association trading restrictions under CME Rule 515.E. will begin to apply to the sixth contract month quarterly cycle Eurodollar options, third contract month quarterly cycle One-Year Eurodollar MidCurve options and second contract month serial month One-Year Eurodollar MidCurve options.

The complete list of restricted contracts pursuant to CME Rule 515.E. is set forth below:

            Eurodollar Options: 

·         Quarterly Cycle:  First, Second, Third, Fourth, Fifth and Sixth (as of June 1) contract months

·         Serial:  First and Second contract months

            One-Year Eurodollar MidCurve Options:

·         Quarterly Cycle:  First, Second and Third (as of June 1) contract months

·         Serial:  First and Second (as of June 1) contract months

            Standard & Poor’s 500 Stock Price Index Futures:

·         Quarterly Cycle:  First contract month

If you have any questions regarding the CME broker association intra-association trading restrictions, please contact Jeff Nierman, Senior Data Quality Analyst, Market Regulation, at 312.341.3195.