• Delisting Twelve (12) 10-Year Sovereign Yield Spread Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7118
      • Notice Date
      • 23 June 2014
      • Effective Date
      • 23 June 2014
    • Earlier today, the Chicago Mercantile Exchange Inc. (CME or Exchange) delisted twelve (12) 10-Year Sovereign Yield Spread futures contracts as set forth below.  These contracts were delisted from CME Globex and CME ClearPort, the venues on which they were listed.  There was no open interest in these contracts.  The product rule chapter (CME Chapter 502) and terms and conditions contained in the Position Limit, Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 (Trading Qualifications and Practices) of the CME Rulebook were removed from the Exchange Rulebook.

       

      1.         US-UK (Commodity Code: SKV)

      2.         US-Germany (Commodity Code: SEV)

      3.         US-France (Commodity Code: SFV)

      4.         US-Italy (Commodity Code: STV)

      5.         US-Netherlands (Commodity Code: SDV)

      6.         UK-Germany (Commodity Code: KEV)

      7.         UK-France (Commodity Code: KFV)

      8.         UK-Italy (Commodity Code: KTV)

      9.         UK-Netherlands (Commodity Code: KDV)

      10.        Germany-France (Commodity Code: DFV)

      11.        Germany-Italy (Commodity Code: DTV)

      12.        Germany-Netherlands (Commodity Code: DNV)

       

       

      Please direct questions regarding this notice to:

       

      Asia

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

                                                  

      U.S.

      Agha Mirza                                +1 212 299 2833                        Agha.Mirza@cmegroup.com

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

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