• Delisting Euro Interest Rate Swap (IRS) Futures Contracts from CBOT Trading Floor Venue

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7088
      • Notice Date
      • 09 May 2014
      • Effective Date
      • 19 May 2014
    • Effective Monday, May 19, 2014, and pending all relevant CFTC regulatory review periods, The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) will delist Euro Interest Rate Swap (IRS) futures (2-Year, 5-Year, and 10-Year) contracts from the open outcry (pit trading) trading venue as listed below.  These contracts were initially launched on trade date April 14, 2014 and will continue to be available for trading on CME Globex and for submission of block trades for clearing through CME ClearPort.  

      CBOT Rulebook Chapter 55

      2-Year Euro Interest Rate Swap Futures

      (Commodity Codes: T1E and T2E)


      CBOT Rulebook Chapter 56

      5-Year Euro Interest Rate Swap Futures

      Commodity Codes: F1E and F2E)


      CBOT Rulebook Chapter 57

      10-Year Euro Interest Rate Swap Futures

      (Commodity Codes N1E and N2E)


      Please direct questions regarding this notice to:



      Malcolm Baker                          +65 6593 5573                           Malcolm.Baker@cmegroup.com




      Liam Smith                                +44 20 3379 3850                      Liam.Smith@cmegroup.com




      Steven Dayon                           +1 312 466 4447                        Steven.Dayon@cmegroup.com

      Matthew Gierke                         +1 312 930 8543                        Matthew.Gierke@cmegroup.com

      Ted Carey                                 +1 312 930 8554                        Ted.Carey@cmegroup.com