• Temporary Delisting of S&P GSCI and Dow Jones-UBS CI Swap Contracts

      • To
      • Members, Market Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-6856
      • Notice Date
      • 30 September 2013
      • Effective Date
      • 01 October 2013
    • In a previous notice dated September 17, 2013 (see CME Group Special Executive Report S-6835), it was announced that the listing cycles for all S&P GSCI and DJ-UBSCI cleared-only swaps contracts will be changed to the nearest 4 calendar months, effective beginning October 1. As part of that change, certain contract months will be temporarily delisted due to the introduction of a new listing cycle for these contracts, as certified in CME Submission No. 13-392 dated September 13, 2013.
       
      In light of the new listing cycle, CME plans to temporarily delist the June 2014 and September 2014 contract months for the S&P GSCI-ER Index Swaps (Cleared OTC), S&P GSCI Enhanced ER Index Swaps (Cleared OTC), S&P GSCI Gold Excess Return Index Swaps (Cleared OTC), S&P GSCI Crude Oil Excess Return Index Swaps (Cleared OTC), S&P-GSCI ER Index 2 Month Forward Swaps (Cleared OTC), S&P-GSCI ER Index 3 Month Forward Swaps (Cleared OTC) (collectively, the “S&P GSCI cleared swaps”) and relist the contract months at the appropriate time in the revised cycle. No S&P GSCI cleared swap has open interest in these delisted contract months.
       
      Also in light of the new listing cycle, CME plans to temporarily delist the September 2014 contract month for the Dow Jones-UBS Commodity Index Swaps (Cleared OTC), DJ-UBS Commodity Index 2 Month Forward Swaps (Cleared OTC) and the DJ-UBS Commodity Index 3 Month Forward Swaps (Cleared OTC) (collectively, the “DJUBSCI cleared swaps”) and relist the contract months at the appropriate time in the new cycle. No DJUBSCI cleared swap has open interest in the delisted contract month.
       
      Questions regarding this Special Executive Report may be directed to Candice Graham, Director, Commodity Products and Services at 312-930-3365, Candice.Graham@cmegroup.com or Jack Cook, Director, Commodity Research & Product Development, at 312-930-3295, Jack.Cook@cmegroup.com.
       
      For media inquiries concerning this Special Executive Report, please contact CME Group Corporate Communications at 312-930-3434 or news@cmegroup.com.
       

      © 2013 CME Group Inc. All rights reserved. 

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