• 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-6619
      • Notice Date
      • 05 April 2013
      • Effective Date
      • 05 April 2013
    • Effective immediately, the intra-association trading restrictions under CME Rule 515.E. ("Trading Restrictions") will no longer apply to the following contract months: fourth position quarterly Eurodollar options, second position serial Eurodollar options and third position quarterly 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 and Third contract months

       

      Serial: First contract month

      One-Year Eurodollar MidCurve Options:

       

       

      Quarterly Cycle: First and Second 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.