Effective on August 1, 2014, the intra-association trading restrictions under CME Rule 515.E. (“Trading Restrictions”) will be removed from the quarterly cycle 4-Year Eurodollar MidCurve options.
This change is being made in conjunction with removing the quarterly cycle 4-Year Eurodollar MidCurve options from the list of restricted contracts pursuant to CME Rule 552 (“Dual Trading Restrictions”), as set forth in today’s release of Special Executive Report S-7147.
The complete list of restricted contracts pursuant to CME Rule 515.E. is set forth below:
Eurodollar Options:
· Quarterly Cycle: first and second contract months
Eurodollar MidCurve Options:
· 1-Year Quarterly: first, second and third contract months
· 1-Year Serial: first contract month
· 2-Year Quarterly: first, second and third contract months
· 2-Year Serial: first and second contract months
· 3-Year Quarterly: first and second contract months
· 3-Year Serial: 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, Data Investigator, Market Regulation, at 312.341.3195.
For media inquiries concerning this Special Executive Report, please contact CME Group Corporate Communications at 312.930.3434 or news@cmegroup.com.