• Delisting of the Snowfall and Rainfall Binary Options Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-6935
      • Notice Date
      • 02 December 2013
      • Effective Date
      • 02 December 2013
    • Earlier today, the Chicago Mercantile Exchange, Inc. (CME or Exchange) delisted four (4) snowfall and rainfall binary option contracts as set forth below.  
      The following binary options contracts will be delisted:
       
      402B CME Seasonal Strip Snowfall Index Binary Contract
      418B CME Snowfall Index Binary Contract
      441B CME Rainfall Index Binary Contract
      442B CME Seasonal Strip Rainfall Index Binary Contract
       
      The standard Snowfall & Rainfall Futures and Options are unaffected by this action.  
       
      Deletions are bracketed and overstruck.
       
       
       
      [Chapter 402B]
      [CME Seasonal Strip Snowfall Index Binary Contract]
       
      [402B00. SCOPE OF CHAPTER
      This chapter is limited in application to binary contracts on the CME Seasonal Strip Snowfall Index. In addition to this chapter, binary contracts on the CME Seasonal Strip Snowfall Index shall be subject to the general rules and regulations of the Exchange insofar as applicable.
      For purposes of this chapter, unless otherwise specified, times referred herein shall refer to and indicate Chicago time.
      402B01. CONTRACT SPECIFICATIONS
      CME Seasonal Strip Snowfall Index values will be calculated by MDA Information Systems, Inc., using the locations and method described in Chapter 402.
      402B02. CALL OPTIONS CHARACTERISTICS
      402B02.A. Trading Schedule
      Binary contracts shall be scheduled for trading during such hours in such months as may be determined by the Exchange.
      402B02.B. Trading Unit
      The unit of trading shall be $10,000.
      402B02.C. Minimum Fluctuations
      The price of a binary contract shall be quoted in terms of the respective CME Seasonal Strip Snowfall index. Each index point represents $100. For example, a quote of 18.1 index points represents a price of $1,810. The minimum fluctuation shall be 0.1 index point (also known as one tick), equal to $10.
      402B02.D. [Reserved]
      402B02.E. Exercise Prices
      Exercise prices shall be stated in terms of the respective CME Seasonal Strip Snowfall Index. Eligible exercise prices shall be at intervals of 0.1 index point (e.g., 1.0, 1.1, 1.2, etc.).
      At the commencement of trading in a contract, binary contracts shall be listed at intervals of 5 index point in a range of 1 to 200 index points. New binary contracts may be listed for trading up to and including the termination of trading.
      The Exchange may modify the provisions governing the establishment of exercise prices as it deems appropriate.
      402B02.F. Position Limits, Exemptions, Position Accountability and Reportable Levels
      The applicable position limits and/or accountability levels, in addition to the reportable levels, are set forth in the Position Limit, Position Accountability and Reportable Level Table in the Interpretations & Special Notices Section of Chapter 5.
      A Person seeking an exemption from position limits for bona fide commercial purposes shall apply to the Market Regulation Department on forms provided by the Exchange, and the Market Regulation Department may grant qualified exemptions in its sole discretion.
      Refer to Rule 559 for requirements concerning the aggregation of positions and allowable exemptions from the specified position limits.
      402B02.G. [Reserved]
      402B02.H. [Reserved]
      402B02.I. Termination of Trading
      Trading shall terminate at 9:00 a.m. on the second Exchange Business Day after the last calendar day of the last month of the defined strip.
      402B02.J. [Reserved]
      402B02.K. [Reserved]
      402B03. EXERCISE AND ASSIGNMENT
      In addition to the applicable procedures and requirements of Chapter 7, the following shall apply to the exercise of CME Seasonal Strip Snowfall Index binary contracts.
      402B03.A. Exercise of Binary Contract by Buyer
      A binary contract may be exercised by the buyer on any Business Day that the contract is traded. Exercise of a binary contract is accomplished by the clearing member representing the buyer presenting an Exercise Notice to the Clearing House by 7:00 p.m. on the day of exercise.
      A binary contract that is in the money (i.e., the respective Seasonal Strip Snowfall Index is equal to or greater than the exercise price) and has not been liquidated prior to the termination of trading shall, in the absence of contrary instructions delivered to the Clearing House by 7:00 p.m. on the day of expiration by the clearing member representing the buyer, be exercised automatically.
      402B03.B. Assignment]
      [Exercise notices accepted by the Clearing House shall be assigned through a process of random selection to clearing members with open short positions in the same series. A clearing member to which an exercise notice is assigned shall be notified thereof as soon as practicable after such notice is assigned by the Clearing House, but not later than 45 minutes before the opening of Regular Trading Hours on the following Business Day.
      The buyer of a binary contract shall receive $10,000 if the respective Seasonal Strip Snowfall Index is equal to or greater than the exercise price, and shall receive zero dollars ($0) otherwise. The seller of a binary contract shall be obligated to pay $10,000 if the respective Seasonal Strip Snowfall Index is equal to or greater than the exercise price, and shall be obligated to pay zero dollars ($0) otherwise.
      For example, on May 4, 2009, the Boston Logan binary contract would have been settled at 66.8 index points. Therefore, buyers of such binary contracts with exercise prices equal to or less than 66.8 would have received $10,000 for each such binary contract from the sellers of each such binary contract, and buyers of such binary contracts with exercise prices of 66.9 or greater would have received nothing.
      402B03.C. Final Settlement
      All binary contracts remaining open at the termination of trading shall be settled using the respective Seasonal Strip Snowfall Index final value reported by MDA Information Systems, Inc. using the methodology in effect on that date.
      Clearing members holding open positions in a Seasonal Strip Snowfall Index binary contract that is in the money at the termination of trading in that contract shall make payment to or receive payment from the Clearing House in accordance with normal variation performance bond procedures. All such positions shall be settled at a price of 100 index points, equal to $10,000, and shall be marked to market in accordance with Rule 814 on the trading day of acceptance by the Clearing House of the exercise notice.
      402B04. [RESERVED]
      402B05.-06. [RESERVED]
      (End Chapter 402B)
      INTERPRETATIONS AND SPECIAL NOTICES
      RELATING TO CHAPTER 402B
      LIMITATION OF LIABILITY AND DISCLAIMER
      MDA Information Systems, Inc. (“MDA”, formerly “EarthSat”) grants the Exchange the rights to use various data (“Data”) in connection with the trading of futures contracts, options on futures contract and binary options on futures contracts based on such Data. MDA makes no warranty, express or implied, as to the results to be obtained by any person or any entity from the use of the Data in connection with the trading of futures contracts, options on futures, binary’s on futures contracts or any other use. MDA makes no express or implied warranties, and expressly disclaims all warranties or merchantability or fitness for a particular purpose or use with respect to the Data. Without limiting any of the foregoing, in no event shall MDA have any liability for any special, punitive, indirect, or consequential damages (including lost profits), even if notified of the possibility of such damages.]
       
       
      [Chapter 418B]
      [CME Snowfall Index Binary Contract]
      [418B00. SCOPE OF CHAPTER
      This chapter is limited in application to binary contracts on the CME Snowfall Index. In addition to this chapter, binary contracts on the CME Snowfall Index shall be subject to the general rules and regulations of the Exchange insofar as applicable.
      For purposes of this chapter, unless otherwise specified, times referred herein shall refer to and indicate Chicago time.
      418B01. CONTRACT SPECIFICATIONS
      CME Snowfall Index values will be calculated by MDA Information Systems, Inc., using the locations and method described in Chapter 418.
      418B02. CALL OPTIONS CHARACTERISTICS
      418B02.A. Trading Schedule
      Binary contracts shall be scheduled for trading during such hours in such months as may be determined by the Exchange.
      418B02.B. Trading Unit
      The unit of trading shall be $10,000.
      418B02.C. Minimum Fluctuations
      The price of a binary contract shall be quoted in terms of the respective CME Snowfall index. Each index point represents $100. For example, a quote of 18.1 index points represents a price of $1,810. The minimum fluctuation shall be 0.1 index point (also known as one tick), equal to $10.
      418B02.D. [Reserved]
      418B02.E. Exercise Prices
      Exercise prices shall be stated in terms of the respective CME Snowfall Index. Eligible exercise prices shall be at intervals of 0.1 index point (e.g., 1.0, 1.1, 1.2, etc.).
      At the commencement of trading in a contract, binary contracts shall be listed at intervals of 0.1 index point in a range of 0 to 50 index points. New binary contracts may be listed for trading up to and including the termination of trading.
      The Exchange may modify the provisions governing the establishment of exercise prices as it deems appropriate.
      418B02.F. Position Limits, Exemptions, Position Accountability and Reportable Levels
      The applicable position limits and/or accountability levels, in addition to the reportable levels, are set forth in the Position Limit, Position Accountability and Reportable Level Table in the Interpretations & Special Notices Section of Chapter 5.
      A Person seeking an exemption from position limits for bona fide commercial purposes shall apply to the Market Regulation Department on forms provided by the Exchange, and the Market Regulation Department may grant qualified exemptions in its sole discretion.
      Refer to Rule 559 for requirements concerning the aggregation of positions and allowable exemptions from the specified position limits.
      418B02.G. [Reserved]
      418B02.H. [Reserved]
      418B02.I. Termination of Trading
      Trading shall terminate at 9:00 a.m. on the second Exchange Business Day after the futures contract month.
      418B02.J. [Reserved]
      418B02.K. [Reserved]
      418B03. EXERCISE AND ASSIGNMENT
      In addition to the applicable procedures and requirements of Chapter 7, the following shall apply to the exercise of CME Snowfall Index binary contracts.
      418B03.A. Exercise of Binary Contract by Buyer
      A binary contract may be exercised by the buyer on any Business Day that the contract is traded. Exercise of a binary contract is accomplished by the clearing member representing the buyer presenting an Exercise Notice to the Clearing House by 7:00 p.m. on the day of exercise.
      A binary contract that is in the money (i.e., the respective Snowfall Index is equal to or greater than the exercise price) and has not been liquidated prior to the termination of trading shall, in the absence of contrary instructions delivered to the Clearing House by 7:00 p.m. on the day of expiration by the clearing member representing the buyer, be exercised automatically.
      418B03.B. Assignment
      Exercise notices accepted by the Clearing House shall be assigned through a process of random selection to clearing members with open short positions in the same series. A clearing member to which an exercise notice is assigned shall be notified thereof as soon as practicable after such notice is assigned by the Clearing House, but not later than 45 minutes before the opening of Regular Trading Hours on the following Business Day.
      The buyer of a binary contract shall receive $10,000 if the respective Snowfall Index is equal to or greater than the exercise price, and shall receive zero dollars ($0) otherwise. The seller of a binary contract shall be obligated to pay $10,000 if the respective Snowfall Index is equal to or greater than the exercise price, and shall be obligated to pay zero dollars ($0) otherwise.
      For example, on March 2, 2009, the Boston Logan February binary contract would have been settled at 6.2 index points. Therefore, buyers of such binary contracts with exercise prices equal to or less than 6.2 would have received $10,000 for each such binary contract from the sellers of each such binary contract, and buyers of such binary contracts with exercise prices of 6.3 or greater would have received nothing.
      418B03.C. Final Settlement
      All binary contracts remaining open at the termination of trading shall be settled using the respective Snowfall Index final value reported by MDA Information Systems, Inc. using the methodology in effect on that date.
      Clearing members holding open positions in a Snowfall Index binary contract that is in the money at the termination of trading in that contract shall make payment to or receive payment from the Clearing House in accordance with normal variation performance bond procedures. All such positions shall be settled at a price of 100 index points, equal to $10,000, and shall be marked to market in accordance with Rule 814 on the trading day of acceptance by the Clearing House of the exercise notice.
      418B04. [RESERVED]
      418B05.-06. [RESERVED]
      (End Chapter 418B)
      INTERPRETATIONS AND SPECIAL NOTICES
      RELATING TO CHAPTER 418B
      LIMITATION OF LIABILITY AND DISCLAIMER
      MDA Information Systems, Inc. (“MDA”, formerly “EarthSat”) grants the Exchange the rights to use various data (“Data”) in connection with the trading of futures contracts and options on futures contracts based upon such Data. MDA makes no warranty, express or implied, as to the results to be obtained by any person or any entity from the use of the Data in connection with the trading of futures contracts, options on futures contracts or any other use. MDA makes no express or implied warranties, and expressly disclaims all warranties of merchantability or fitness for a particular purpose or use with respect to the Data. Without limiting any of the foregoing, in no event shall MDA have any liability for any special, punitive, indirect, or consequential damages (including lost profits), even if notified of the possibility of such damages.]
       
       
      [Chapter 441B]
      [CME Rainfall Index Binary Contract]
       
      [441B00. SCOPE OF CHAPTER
      This chapter is limited in application to binary contracts on the CME Rainfall Index. In addition to this chapter, binary contracts on the CME Rainfall Index shall be subject to the general rules and regulations of the Exchange insofar as applicable.
      For purposes of this chapter, unless otherwise specified, times referred herein shall refer to and indicate Chicago time.
      441B01. CONTRACT SPECIFICATIONS
      CME Rainfall Index values will be calculated by MDA Information Systems, Inc., using the locations and method described in Chapter 441.
      441B02. CALL OPTIONS CHARACTERISTICS
      441B02.A. Trading Schedule
      Binary contracts shall be scheduled for trading during such hours in such months as may be determined by the Exchange.
      441B02.B. Trading Unit
      The unit of trading shall be $10,000.
      441B02.C. Minimum Fluctuations
      The price of a binary contract shall be quoted in terms of the respective CME Rainfall index. Each index point represents $100. For example, a quote of 18.1 index points represents a price of $1,810. The minimum fluctuation shall be 0.1 index point (also known as one tick), equal to $10.
      441B02.D. [Reserved]
      441B02.E. Exercise Prices
      Exercise prices shall be stated in terms of the respective CME Rainfall Index. Eligible exercise prices shall be at intervals of 0.1 index point (e.g., 1.0, 1.1, 1.2, etc.).
      At the commencement of trading in a contract, binary contracts shall be listed at intervals of 0.1 index point in a range of 0 to 20 index points. New binary contracts may be listed for trading up to and including the termination of trading.
      The Exchange may modify the provisions governing the establishment of exercise prices as it deems appropriate.
      441B02.F. Position Limits, Exemptions, Position Accountability and Reportable Levels
      The applicable position limits and/or accountability levels, in addition to the reportable levels, are set forth in the Position Limit, Position Accountability and Reportable Level Table in the Interpretations & Special Notices Section of Chapter 5.]
      [A Person seeking an exemption from position limits for bona fide commercial purposes shall apply to the Market Regulation Department on forms provided by the Exchange, and the Market Regulation Department may grant qualified exemptions in its sole discretion.
      Refer to Rule 559 for requirements concerning the aggregation of positions and allowable exemptions from the specified position limits.
      441B02.G. [Reserved]
      441B02.H. [Reserved]
      441B02.I. Termination of Trading
      Trading shall terminate at 9:00 a.m. on the second Exchange Business Day after the futures contract month.
      441B02.J. [Reserved]
      441B02.K. [Reserved]
      441B03. EXERCISE AND ASSIGNMENT
      In addition to the applicable procedures and requirements of Chapter 7, the following shall apply to the exercise of CME Rainfall Index binary contracts.
      441B03.A. Exercise of Binary Contract by Buyer
      A binary contract may be exercised by the buyer on any Business Day that the contract is traded. Exercise of a binary contract is accomplished by the clearing member representing the buyer presenting an Exercise Notice to the Clearing House by 7:00 p.m. on the day of exercise.
      A binary contract that is in the money (i.e., the respective CME Rainfall Index is equal to or greater than the exercise price) and has not been liquidated prior to the termination of trading shall, in the absence of contrary instructions delivered to the Clearing House by 7:00 p.m. on the day of expiration by the clearing member representing the buyer, be exercised automatically.
      441B03.B. Assignment
      Exercise notices accepted by the Clearing House shall be assigned through a process of random selection to clearing members with open short positions in the same series. A clearing member to which an exercise notice is assigned shall be notified thereof as soon as practicable after such notice is assigned by the Clearing House, but not later than 45 minutes before the opening of Regular Trading Hours on the following Business Day.
      The buyer of a binary contract shall receive $10,000 if the respective CME Rainfall Index is equal to or greater than the exercise price, and shall receive zero dollars ($0) otherwise. The seller of a binary contract shall be obligated to pay $10,000 if the respective CME Rainfall Index is equal to or greater than the exercise price, and shall be obligated to pay zero dollars ($0) otherwise.
      For example, on May 4, 2009, the Raleigh/Durham April 2009 binary contract would have been settled at 1.69 index points. Therefore, buyers of such binary contracts with exercise prices equal to or less than 1.6 would have received $10,000 for each such binary contract from the sellers of each such binary contract, and buyers of such binary contracts with exercise prices of 1.7 or greater would have received nothing.
      441B03.C. Final Settlement
      All binary contracts remaining open at the termination of trading shall be settled using the respective Rainfall Index final value reported by MDA Information Systems, Inc. using the methodology in effect on that date.
      Clearing members holding open positions in a CME Rainfall Index binary contract that is in the money at the termination of trading in that contract shall make payment to or receive payment from the Clearing House in accordance with normal variation performance bond procedures. All such positions shall be settled at a price of 100 index points, equal to $10,000, and shall be marked to market in accordance with Rule 814 on the Trading Day of acceptance by the Clearing House of the exercise notice.
      441B04. [RESERVED]
      441B05.-06. [RESERVED]
      (End Chapter 441B)
      INTERPRETATIONS AND SPECIAL NOTICES RELATING TO CHAPTER 441B
      LIMITATION OF LIABILITY AND DISCLAIMER
      MDA Information Systems, Inc. (“MDA”, formerly “EarthSat”) grants the Exchange the rights to use various data (“Data”) in connection with the trading of futures contracts and options on futures contracts based upon such Data. MDA makes no warranty, express or implied, as to the results to be obtained by any person or any entity from the use of the Data in connection with the trading of futures contracts, options on futures contracts or any other use. MDA makes no express or implied warranties, and expressly disclaims all warranties of merchantability or fitness for a particular purpose or use with respect to the Data. Without limiting any of the foregoing, in no event shall MDA have any liability for any special, punitive, indirect, or consequential damages (including lost profits), even if notified of the possibility of such damages.]
       
       
       
       
      [Chapter 442B]
      [CME Seasonal Strip Rainfall Index Binary Contract]
       
      [442B00. SCOPE OF CHAPTER
      This chapter is limited in application to binary contracts on the CME Seasonal Strip Rainfall Index. In addition to this chapter, binary contracts on the CME Seasonal Strip Rainfall Index shall be subject to the general rules and regulations of the Exchange insofar as applicable.
      For purposes of this chapter, unless otherwise specified, times referred herein shall refer to and indicate Chicago time.
      442B01. CONTRACT SPECIFICATIONS
      CME Seasonal Strip Rainfall Index values will be calculated by MDA Information Systems, Inc., using the locations and methods described in Chapter 442.
      442B02. CALL OPTIONS CHARACTERISTICS
      442B02.A. Trading Schedule
      Binary contracts shall be scheduled for trading during such hours in such months as may be determined by the Exchange.
      442B02.B. Trading Unit]
      [The unit of trading shall be $10,000.
      442B02.C. Minimum Fluctuations
      The price of a binary contract shall be quoted in terms of the respective CME Seasonal Strip Rainfall index. Each index point represents $100. For example, a quote of 18.1 index points represents a price of $1,810. The minimum fluctuation shall be 0.1 index point (also known as one tick), equal to $10.
      442B02.D. [Reserved]
      442B02.E. Exercise Prices
      Exercise prices shall be stated in terms of the respective CME Seasonal Strip Rainfall Index. Eligible exercise prices shall be at intervals of 0.1 index point (e.g., 1.0, 1.1, 1.2, etc.).
      At the commencement of trading in a contract, binary contracts shall be listed at intervals of 5 index points in a range of 1 to 60 index points. New binary contracts may be listed for trading up to and including the termination of trading.
      The Exchange may modify the provisions governing the establishment of exercise prices as it deems appropriate.
      442B02.F. Position Limits, Exemptions, Position Accountability and Reportable Levels
      The applicable position limits and/or accountability levels, in addition to the reportable levels, are set forth in the Position Limit, Position Accountability and Reportable Level Table in the Interpretations & Special Notices Section of Chapter 5.
      A Person seeking an exemption from position limits for bona fide commercial purposes shall apply to the Market Regulation Department on forms provided by the Exchange, and the Market Regulation Department may grant qualified exemptions in its sole discretion.
      Refer to Rule 559 for requirements concerning the aggregation of positions and allowable exemptions from the specified position limits.
      442B02.G. [Reserved]
      442B02.H. [Reserved]
      442B02.I. Termination of Trading
      Trading shall terminate at 9:00 a.m. on the second Exchange Business Day after the last calendar day of the last month of the defined strip.
      442B02.J. [Reserved]
      442B02.K. [Reserved]
      442B03. EXERCISE AND ASSIGNMENT
      In addition to the applicable procedures and requirements of Chapter 7, the following shall apply to the exercise of CME Seasonal Strip Rainfall Index binary contracts.
      442B03.A. Exercise of Binary Contract by Buyer
      A binary contract may be exercised by the buyer on any Business Day that the contract is traded. Exercise of a binary contract is accomplished by the clearing member representing the buyer presenting an Exercise Notice to the Clearing House by 7:00 p.m. on the day of exercise.
      A binary contract that is in the money (i.e., the respective Seasonal Strip Rainfall Index is equal to or greater than the exercise price) and has not been liquidated prior to the termination of trading shall, in the absence of contrary instructions delivered to the Clearing House by 7:00 p.m. on the day of expiration by the clearing member representing the buyer, be exercised automatically.
      442B03.B. Assignment
      Exercise notices accepted by the Clearing House shall be assigned through a process of random selection to clearing members with open short positions in the same series. A clearing member to which an exercise notice is assigned shall be notified thereof as soon as practicable after such notice is assigned by the Clearing House, but not later than 45 minutes before the opening of Regular Trading Hours on the following Business Day.
      The buyer of a binary contract shall receive $10,000 if the respective Seasonal Strip Rainfall Index is equal to or greater than the exercise price, and shall receive zero dollars ($0) otherwise. The seller of a binary contract shall be obligated to pay $10,000 if the respective Seasonal Strip Rainfall Index is equal to or greater than the exercise price, and shall be obligated to pay zero dollars ($0) otherwise.
      For example, on October 2, 2009, the Raleigh/Durham May 2009 – September 2009 binary contract would have been settled at 13.63 index points. Therefore, buyers of such binary contracts with exercise prices equal to or less than 13.6 would have received $10,000 for each such binary contract from the sellers of each such binary contract, and buyers of such binary contracts with exercise prices of 13.7 or greater would have received nothing.
      442B03.C. Final Settlement
      All binary contracts remaining open at the termination of trading shall be settled using the respective Seasonal Strip Rainfall Index final value reported by MDA Information Systems, Inc. using the methodology in effect on that date.
      Clearing members holding open positions in a Seasonal Strip Rainfall Index binary contract that is in the money at the termination of trading in that contract shall make payment to or receive payment from the Clearing House in accordance with normal variation performance bond procedures. All such positions shall be settled at a price of 100 index points, equal to $10,000, and shall be marked to market in accordance with Rule 814 on the Trading Day of acceptance by the Clearing House of the exercise notice.
      442B04. [RESERVED]
      442B05.-06. [RESERVED]
      [INTERPRETATIONS AND SPECIAL NOTICES RELATING TO CHAPTER 442B
      LIMITATION OF LIABILITY AND DISCLAIMER
      MDA Information Systems, Inc. (“MDA”, formerly “EarthSat”) grants the Exchange the rights to use various data (“Data”) in connection with the trading of futures contracts and options on futures contracts based upon such Data. MDA makes no warranty, express or implied, as to the results to be obtained by any person or any entity from the use of the Data in connection with the trading of futures contracts, options on futures contracts or any other use. MDA makes no express or implied warranties, and expressly disclaims all warranties of merchantability or fitness for a particular purpose or use with respect to the Data. Without limiting any of the foregoing, in no event shall MDA have any liability for any special, punitive, indirect, or consequential damages (including lost profits), even if notified of the possibility of such damages.]
       
       
      Questions regarding this Special Executive Report may be directed to Heidi Centola, Manager, Ag and Alternative Investment Products at 312-930-1308, Heidi.Centola@cmegroup.com or Charles Piszczor, Director, Commodity Research & Product Development, at 312-930-4536, Charles.Piszczor@cmegroup.com.
       
      For media inquiries concerning this Special Executive Report, please contact CME Group Corporate Communications at 312-930-3434 or news@cmegroup.com.

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