• De-Listing of 97 Snowfall and Rainfall Binary Option Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6940
      • Notice Date
      • 03 December 2013
      • Effective Date
      • 02 December 2013
    • Effective close of business December 2, 2013, the Chicago Mercantile Exchange Inc. (CME or Exchange) delisted the Snowfall and Rainfall Binary Option contracts. Accordingly, the delisting of the contracts has been noted in the CME Position Limit Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the CME Rulebook, as noted below.
       
      The commodity codes are provided for the Clearing Members that file reports pursuant to CME Rule 561.A in a machine-readable format.
       
      (Strikethrough indicates deletion)

      Contract Name
      Rule Chapter
      Commodity Code
      Single Month Aggregate Into Futures Equivalent Leg (1)
      Single Month Accountability Level (In Net Futures Equivalents) Leg (1) / Leg (2)
      All Month Limit Aggregate Into Futures Equivalent Leg (1)
      All Month Accountability Level (In Net Futures Equivalents) Leg (1) / Leg (2)
      All Month Limit (In Net Futures Equivalents) Leg (1) / Leg (2)
      CHICAGO O'HARE INTL Rainfall Index Seasonal Binary
      441B
      IR
       
       
      IR
       
      10000
      CHICAGO O'HARE INTL Rainfall Mthy & Seasonal Binary MAR
      441B
      IRH
       
       
      IRH
       
      10,000
      CHICAGO O'HARE INTL Rainfall Mthy & Seasonal Binary APR
      441B
      IRJ
       
       
      IRJ
       
      10,000
      CHICAGO O'HARE INTL Rainfall Mthy & Seasonal Binary MAY
      441B
      IRK
       
       
      IRK
       
      10,000
      CHICAGO O'HARE INTL Rainfall Mthy & Seasonal Binary JUN
      441B
      IRM
       
       
      IRM
       
      10,000
      CHICAGO O'HARE INTL Rainfall Mthy & Seasonal Binary JUL
      441B
      IRN
       
       
      IRN
       
      10,000
      CHICAGO O'HARE INTL Rainfall Mthy & Seasonal Binary AUG
      441B
      IRQ
       
       
      IRQ
       
      10,000
      CHICAGO O'HARE INTL Rainfall Mthy & Seasonal Binary SEP
      441B
      IRU
       
       
      IRU
       
      10,000
      COLORADO SPRINGS MUN Snowfall Binary Seasonal Strip
      418B
      AV6
      AV6
      10000
      AV6
      10000
       
      COLORADO SPRINGS MUN Snowfall Binary Seasonal Strip
      418B
      AV8
      AV8
      10000
      AV8
      10000
       
      COLORADO SPRINGS MUN Snowfall Binary
      418B
      AV
      AV
      10000
      AV
      10000
       
      COLORADO SPRINGS MUN Snowfall Binary JAN
      418B
      AVF
      AVF
      10000
      AVF
      10000
       
      COLORADO SPRINGS MUN Snowfall Binary FEB
      418B
      AVG
      AVG
      10000
      AVG
      10000
       
      COLORADO SPRINGS MUN Snowfall Binary DEC
      418B
      AVZ
      AVZ
      10000
      AVZ
      10000
       
      COLUMBUS PORT-COLUMBUS Snowfall Mthy Binary
      418B
      AY
      AY
      10000
      AY
      10000
       
      COLUMBUS PORT-COLUMBUS Snowfall Mthy Binary JAN
      418B
      AYF
       
       
      AYF
       
      10,000
      COLUMBUS PORT-COLUMBUS Snowfall Mthy Binary FEB
      418B
      AYG
       
       
      AYG
       
      10,000
      COLUMBUS PORT-COLUMBUS Snowfall Mthy Binary MAR
      418B
      AYH
       
       
      AYH
       
      10,000
      COLUMBUS PORT-COLUMBUS Snowfall Mthy Binary NOV
      418B
      AYX
       
       
      AYX
       
      10,000
      COLUMBUS PORT-COLUMBUS Snowfall Mthy Binary DEC
      418B
      AYZ
       
       
      AYZ
       
      10,000
      DALLAS-FORT WORTH Rainfall Mthy & Seasonal Binary
      442B
      LR
       
       
      LR
       
      10,000
      DALLAS-FORT WORTH Rainfall Mthy & Seasonal Binary MAR
      442B
      LRH
       
       
      LRH
       
      10,000
      DALLAS-FORT WORTH Rainfall Mthy & Seasonal Binary APR
      442B
      LRJ
       
       
      LRJ
       
      10,000
      DALLAS-FORT WORTH Rainfall Mthy & Seasonal Binary MAY
      442B
      LRK
       
       
      LRK
       
      10,000
      DALLAS-FORT WORTH Rainfall Mthy & Seasonal Binary JUN
      442B
      LRM
       
       
      LRM
       
      10,000
      DALLAS-FORT WORTH Rainfall Mthy & Seasonal Binary JUL
      442B
      LRN
       
       
      LRN
       
      10,000
      DALLAS-FORT WORTH Rainfall Mthy & Seasonal Binary AUG
      442B
      LRQ
       
       
      LRQ
       
      10,000
      DALLAS-FORT WORTH Rainfall Mthy & Seasonal Binary SEP
      442B
      LRU
       
       
      LRU
       
      10,000
      DES MOINES INTL Rainfall Mthy & Seasonal Binary
      442B
      TL
       
       
      TL
       
      10,000
      DES MOINES INTL Rainfall Mthy & Seasonal Binary MAR
      442B
      TLH
       
       
      TLH
       
      10,000
      DES MOINES INTL Rainfall Mthy & Seasonal Binary APR
      442B
      TLJ
       
       
      TLJ
       
      10,000
      DES MOINES INTL Rainfall Mthy & Seasonal Binary MAY
      442B
      TLK
       
       
      TLK
       
      10,000
      DES MOINES INTL Rainfall Mthy & Seasonal Binary JUN
      442B
      TLM
       
       
      TLM
       
      10,000
      DES MOINES INTL Rainfall Mthy & Seasonal Binary JUL
      442B
      TLN
       
       
      TLN
       
      10,000
      DES MOINES INTL Rainfall Mthy & Seasonal Binary AUG
      442B
      TLQ
       
       
      TLQ
       
      10,000
      DES MOINES INTL Rainfall Mthy & Seasonal Binary SEP
      442B
      TLU
       
       
      TLU
       
      10,000
      DETROIT METRO Rainfall Mthy & Seasonal Binary
      442B
      QL
       
       
      QL
       
      10,000
      DETROIT METRO Rainfall Mthy & Seasonal Binary MAR
      442B
      QLH
       
       
      QLH
       
      10,000
      DETROIT METRO Rainfall Mthy & Seasonal Binary APR
      442B
      QLJ
       
       
      QLJ
       
      10,000
      DETROIT METRO Rainfall Mthy & Seasonal Binary MAY
      442B
      QLK
       
       
      QLK
       
      10,000
      DETROIT METRO Rainfall Mthy & Seasonal Binary JUN
      442B
      QLM
       
       
      QLM
       
      10,000
      DETROIT METRO Rainfall Mthy & Seasonal Binary JUL
      442B
      QLN
       
       
      QLN
       
      10,000
      DETROIT METRO Rainfall Mthy & Seasonal Binary AUG
      442B
      QLQ
       
       
      QLQ
       
      10,000
      DETROIT METRO Rainfall Mthy & Seasonal Binary SEP
      442B
      QLU
       
       
      QLU
       
      10,000
      JACKSONVILLE Rainfall Mthy & Seasonal Binary MAR
      442B
      EFH
       
       
      EFH
       
      10,000
      JACKSONVILLE Rainfall Mthy & Seasonal Binary APR
      442B
      EFJ
       
       
      EFJ
       
      10,000
      JACKSONVILLE Rainfall Mthy & Seasonal Binary MAY
      442B
      EFK
       
       
      EFK
       
      10,000
      JACKSONVILLE Rainfall Mthy & Seasonal Binary JUN
      442B
      EFM
       
       
      EFM
       
      10,000
      JACKSONVILLE Rainfall Mthy & Seasonal Binary JUL
      442B
      EFN
       
       
      EFN
       
      10,000
      JACKSONVILLE Rainfall Mthy & Seasonal Binary AUG
      442B
      EFQ
       
       
      EFQ
       
      10,000
      JACKSONVILLE Rainfall Mthy & Seasonal Binary SEP
      442B
      EFU
       
       
      EFU
       
      10,000
      Los Angeles Downtown Rainfall Mthy & Seasonal BINARY
      442B
      CL
       
       
      CL
       
      10,000
      Los Angeles Downtown Rainfall Mthy & Seasonal BINARY MAR
      442B
      CLH
       
       
      CLH
       
      10,000
      Los Angeles Downtown Rainfall Mthy & Seasonal BINARY APR
      442B
      CLJ
       
       
      CLJ
       
      10,000
      Los Angeles Downtown Rainfall Mthy & Seasonal BINARY MAY
      442B
      CLK
       
       
      CLK
       
      10,000
      Los Angeles Downtown Rainfall Mthy & Seasonal BINARY JUN
      442B
      CLM
       
       
      CLM
       
      10,000
      Los Angeles Downtown Rainfall Mthy & Seasonal BINARY JUL
      442B
      CLN
       
       
      CLN
       
      10,000
      Los Angeles Downtown Rainfall Mthy & Seasonal BINARY AUG
      442B
      CLQ
       
       
      CLQ
       
      10,000
      Los Angeles Downtown Rainfall Mthy & Seasonal BINARY SEP
      442B
      CLU
       
       
      CLU
       
      10,000
      NEW YORK LAGUARDIA INTL Rainfall Mthy & Seasonal Binary
      442B
      YF
       
       
      YF
       
      10,000
      NEW YORK LAGUARDIA INTL Rainfall Mthy & Seasonal Binary MAR
      442B
      YFH
       
       
      YFH
       
      10,000
      NEW YORK LAGUARDIA INTL Rainfall Mthy & Seasonal Binary APR
      442B
      YFJ
       
       
      YFJ
       
      10,000
      NEW YORK LAGUARDIA INTL Rainfall Mthy & Seasonal Binary MAY
      442B
      YFK
       
       
      YFK
       
      10,000
      NEW YORK LAGUARDIA INTL Rainfall Mthy & Seasonal Binary JUN
      442B
      YFM
       
       
      YFM
       
      10,000
      NEW YORK LAGUARDIA INTL Rainfall Mthy & Seasonal Binary JUL
      442B
      YFN
       
       
      YFN
       
      10,000
      NEW YORK LAGUARDIA INTL Rainfall Mthy & Seasonal Binary AUG
      442B
      YFQ
       
       
      YFQ
       
      10,000
      NEW YORK LAGUARDIA INTL Rainfall Mthy & Seasonal Binary SEP
      442B
      YFU
       
       
      YFU
       
      10,000
      NEWARK INTL Snowfall Mthy Binary
      402B
      BI
      BI
      10000
      BI
      10000
       
      NEWARK INTL Snowfall Mthy Binary JAN
      402B
      BIF
      BIF
      10000
      BIF
      10000
       
      NEWARK INTL Snowfall Mthy Binary FEB
      402B
      BIG
      BIG
      10000
      BIG
      10000
       
      NEWARK INTL Snowfall Mthy Binary MAR
      402B
      BIH
      BIH
      10000
      BIH
      10000
       
      NEWARK INTL Snowfall Mthy Binary NOV
      402B
      BIX
      BIX
      10000
      BIX
      10000
       
      NEWARK INTL Snowfall Mthy Binary DEC
      402B
      BIZ
      BIZ
      10000
      BIZ
      10000
       
      PORTLAND INTL Rainfall Mthy & Seasonal Binary
      442B
      XR
       
       
      XR
       
      10,000
      PORTLAND INTL Rainfall Mthy & Seasonal Binary MAR
      442B
      XRH
       
       
      XRH
       
      10,000
      PORTLAND INTL Rainfall Mthy & Seasonal Binary APR
      442B
      XRJ
       
       
      XRJ
       
      10,000
      PORTLAND INTL Rainfall Mthy & Seasonal Binary MAY
      442B
      XRK
       
       
      XRK
       
      10,000
      PORTLAND INTL Rainfall Mthy & Seasonal Binary JUN
      442B
      XRM
       
       
      XRM
       
      10,000
      PORTLAND INTL Rainfall Mthy & Seasonal Binary JUL
      442B
      XRN
       
       
      XRN
       
      10,000
      PORTLAND INTL Rainfall Mthy & Seasonal Binary AUG
      442B
      XRQ
       
       
      XRQ
       
      10,000
      PORTLAND INTL Rainfall Mthy & Seasonal Binary SEP
      442B
      XRU
       
       
      XRU
       
      10,000
      RALEIGH/DURHAM INTL Rainfall Mthy & Seasonal Binary
      442B
      XF
       
       
      XF
       
      10,000
      RALEIGH/DURHAM INTL Rainfall Mthy & Seasonal Binary MAR
      442B
      XFH
       
       
      XFH
       
      10,000
      RALEIGH/DURHAM INTL Rainfall Mthy & Seasonal Binary APR
      442B
      XFJ
       
       
      XFJ
       
      10,000
      RALEIGH/DURHAM INTL Rainfall Mthy & Seasonal Binary MAY
      442B
      XFK
       
       
      XFK
       
      10,000
      RALEIGH/DURHAM INTL Rainfall Mthy & Seasonal Binary JUN
      442B
      XFM
       
       
      XFM
       
      10,000
      RALEIGH/DURHAM INTL Rainfall Mthy & Seasonal Binary JUL
      442B
      XFN
       
       
      XFN
       
      10,000
      RALEIGH/DURHAM INTL Rainfall Mthy & Seasonal Binary AUG
      442B
      XFQ
       
       
      XFQ
       
      10,000
      RALEIGH/DURHAM INTL Rainfall Mthy & Seasonal Binary SEP
      442B
      XFU
       
       
      XFU
       
      10,000
      Kansas City Intl Rainfall Synth Mthy
      441 & 441A
      KM
       
       
      KM
       
      10,000
      Kansas City Intl Rainfall Synth Strip APRIL
      442 & 442A
      KMJ
       
       
      KMJ
       
      10000
      Kansas City Intl Rainfall Synth Strip AUGUST
      442 & 442A
      KMQ
       
       
      KMQ
       
      10000
      Kansas City Intl Rainfall Synth Strip JULY
      442 & 442A
      KMN
       
       
      KMN
       
      10000
      Kansas City Intl Rainfall Synth Strip JUNE
      442 & 442A
      KMM
       
       
      KMM
       
      10000
      Kansas City Intl Rainfall Synth Strip MARCH
      442 & 442A
      KMH
       
       
      KMH
       
      10000
      Kansas City Intl Rainfall Synth Strip MAY
      442 & 442A
      KMK
       
       
      KMK
       
      10000
      Kansas City Intl Rainfall Synth Strip SEPTEMBER
      442 & 442A
      KMU
       
       
      KMU
       
      10000

       
      Please refer questions on this subject to:
      Market Surveillance
      Sandra Valtierra             Sandra.Valtierra@cmegroup.com                       (312) 347-4137