Effective Sunday, January 26, 2014 for trade date Monday, January 27, 2014, the Chicago Board of Trade of the City of Chicago, Inc. (CBOT or Exchange) will list March, May, and September expirations in CBOT Wheat – Corn Intercommodity Spread Options (Rulebook Chapter: 10N; Trading Floor Code: XCW; CME Globex Code: ZCW).
The CBOT Wheat – Corn Intercommodity Spread Options (
http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/wheat-corn-icso_contractSpecs_options.html#prodType=null) are option contracts on the spread between CBOT SRW Wheat futures (Rulebook Chapter: 14; Trading Floor Code: W; CME Globex Code: ZW) and CBOT Corn futures (Rulebook Chapter 10; Trading Floor Code: C; CME Globex Code: ZC). The Exchange currently lists July (July Wheat versus July Corn) and December (December Wheat versus December Corn) expirations. The additional listings will include March (March Wheat versus March Corn), May (May Wheat versus May Corn), and September (September Wheat versus September Corn).
The Commodity Futures Trading Commission (CFTC) will be notified of the listing of additional trading months during the week of February 2, 2014, via the weekly notification procedures set forth in Part 40 of the CFTC Regulations.
Inquiries regarding the aforementioned may be directed to:
Business Line Management
Research and Product Development