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

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6464
      • Notice Date
      • 14 November 2012
      • Effective Date
      • 14 November 2012
    • Effective immediately, the intra-association trading restrictions under CME Rule 515.E. (“Trading Restrictions”) will no longer apply to the fifth and sixth quarterly position Eurodollar options and first serial position One-Year Eurodollar MidCurve options.
       
      The removal of these restrictions is being made in conjunction with the removal of the same contract months 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:
       
                  Eurodollar Options
       
      ·         Quarterly Cycle: First, Second, Third and Fourth contract months
       
      ·         Serial: First and Second contract months
       
                  One-Year Eurodollar MidCurve Options:
       
      ·         Quarterly Cycle: First, Second and Third 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.