• Delisting Four (4) Interest Rate Futures and Options Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7135
      • Notice Date
      • 28 July 2014
      • Effective Date
      • 28 July 2014

    • Earlier today, Monday, July 28, 2014, Chicago Mercantile Exchange Inc. (CME or Exchange) delisted four (4) interest rate contracts, as set out in the table below.

       

      These contracts were listed for trading on the CME trading floor and CME Globex, and for submission for clearing through CME ClearPort. There was no open interest in these contracts.

       

      The respective product rule chapters 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.

       

      Product Name

      Chapter

      Clearing Code

      13-Week U.S. Treasury Bill Futures

      451

      T1

      Eurozone Harmonized Index of Consumer Prices (HICP) Futures

      414

      HC

      Three-Month Overnight Index Swap Futures

      460

      OSP

      Options on Three-Month Overnight Index Swap Futures

      460A

      OSP

       

       

       

      For additional information, please contact:

       

      Samantha Azzarello   Samantha.Azzarello@cmegroup.com            212.299.2803

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