The Dow Jones-UBS (“DJ-UBS”) Commodity Index family will cease using Dow Jones as its calculation agent as of June 30, 2014, and will begin using Bloomberg as the calculation agent on July 1, 2014. Pending all relevant CFTC regulatory review periods, Chicago Mercantile Exchange Inc. (CME) and the Board of Trade of the City of Chicago, Inc. (CBOT), (collectively, the Exchanges), will amend five (5) DJ-UBS Commodity Index futures and cleared swap products effective on July 1, 2014 as listed below. The Exchanges will amend all references to these contracts throughout the rulebooks to reflect the new naming convention. It is important to note that the title change and all related amendments will, in no manner, impact the economic structure of the contracts or related contracts.
Current Contract Title |
New Contract Title |
CBOT Rulebook Chapter |
Code/Venue |
CBOT Dow Jones-UBS Commodity Index Futures
|
Bloomberg Commodity Index Futures
|
29 |
AW CME Globex |
CBOT Dow Jones-UBS Commodity Index Swaps (Cleared OTC)
|
Bloomberg Commodity Index Swaps (Cleared OTC)
|
29A |
DGS CME ClearPort |
DJ-UBS Commodity Index 2-Month Forward Swaps (Cleared OTC)
|
Bloomberg Commodity Index 2-Month Forward Swaps (Cleared OTC)
|
29B |
DG2 CME ClearPort |
DJ-UBS Commodity Index Swaps 3-Month Forward (Cleared OTC)
|
Bloomberg Commodity Index 3-Month Forward Swaps (Cleared OTC)
|
29C |
DG3 CME ClearPort |
Dow Jones-UBS Roll Select Commodity Index Futures
|
Bloomberg Roll Select Commodity Index Futures
|
29D |
DRS CME Globex |
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.