Effective immediately, the intra-association trading restrictions under CME Rule 515.E. (“Trading Restrictions”) will no longer apply to the second contract month position in the serial One-Year Eurodollar MidCurve options. The removal of this restriction is being made in conjunction with the removal of the same contract month from the list of restricted contacts pursuant to CME Rule 552 (“Dual Trading Restrictions”).
The complete list of restricted contracts pursuant to CME Rule 515.E. is set forth below:
· Quarterly Cycle: First, Second, Third, Fourth, Fifth and Sixth contract months
· Serial: First and Second contract months
One-Year Eurodollar MidCurve Options:
· Quarterly Cycle: First, Second and Third contract months
· Serial: First contract month
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.