• Delisting Four (4) CME Stock Index Futures and Options on Stock Index Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7187R
      • Notice Date
      • 06 October 2014
      • Effective Date
      • 06 October 2014
    • (This SER supersedes SER 7187 dated October 6, 2014.)

       

      Earlier today, Monday, October 6, 2014 the Chicago Mercantile Exchange, Inc. (CME) delisted  four (4) stock index futures on options on stock index futures contracts as described below:

       

       

       

      Stock Index Products

      Rulebook Chapter

      Commodity Code

      1

      Options on Standard and Poor's

      Midcap 400 Stock Price Index Futures

      353A

      MD (Calls and Puts)
      MD= Clearing

       

      Flexible Options on Standard and Poor's MidCap 400 Stock Price Index Futures (American-Style)

      353A

      XZ

      2

      Options on S&P 500 / Growth Index Futures

      355A

      SG (Calls and Puts)
      SG = Clearing

      3

      Options on S&P 500 / Value Index Futures

      356A

      SU (Calls and Puts)
      SU = Clearing

      4

      Euro Denominated E-mini Standard and Poor's 500

      Stock Price Index Futures

      358B

      EME

      EME = Clearing

       

      As a result of the delisting, information regarding these contracts has been deleted from the respective product chapters, all other references to the contracts, and the terms and conditions contained in the Position Limit, Position Accountability and Reportable Level Table in the Interpretations and Special Notices Section of Chapter 5 (Trading Qualifications and Practices) of the CME Rulebook have been removed from the Exchange Rulebook.