RESTRICTED CONTRACT MARKETS FOR CME RULE 515 ("REGISTRATION AND IDENTIFICATION OF BROKER ASSOCIATIONS")

Effective on December 1, 2014, the intra-association trading restrictions under CME Rule 515.E. (“Trading Restrictions”) will be added to the 2^nd through 6^th contract month positions in quarterly cycle Eurodollar options. 

This change is being made in conjunction with adding those contract month positions to 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-7236.

The complete list of restricted contracts pursuant to CME Rule 515.E. is set forth below:

            Eurodollar Options: 

·       Quarterly Cycle:     1^st and 2^nd contract month positions, through 11/28/2014

·       Quarterly Cycle:     1^st through 6^th contract month positions,  beginning 12/1/2014

            Eurodollar MidCurve Options:

·       1-Year Quarterly:    1^st, 2^nd and 3^rd contract month positions

·       1-Year Serial:          1^st contract month position

·       2-Year Quarterly:    1^st, 2^nd and 3^rd contract month positions

·       2-Year Serial:          1^st and 2^nd contract month positions

·       3-Year Quarterly:    1^st and 2^nd contract month positions

·       3-Year Serial:          1^st and 2^nd contract month positions

            Standard & Poor’s 500 Stock Price Index Futures:

·       Quarterly Cycle:     1^st contract month position 

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.