• Delisting of Three (3) Standard &Poor's GSCI Commodity Index Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7201
      • Notice Date
      • 29 September 2014
      • Effective Date
      • 29 September 2014
    • Earlier today, Monday, September 29, 2014 the Chicago Mercantile Exchange (CME or Exchange) delisted three (3) Standard & Poor’s GSCI Commodity index contracts, as set out in the table below. There was no open interest in these contracts.

       

      Product Title

      Clearing Code

      CME Rule Chapter

      Options on S&P GSCI Commodity Index Futures (DCM)

      GI

      401A

      S&P GSCI Gold Excess Return Index Swaps (Cleared OTC) (DCO)

      GDI

      415C

      S&P SGCI Crude Oil Excess Return Index Swaps (Cleared OTC)(DCO)

      GCO

      415D

      The Options on S&P GSCI Commodity Index Futures contract was delisted from the CME trading floor.  The S&P GSCI Gold Excess Return Index Swaps (Cleared OTC) and S&P SGCI Crude Oil Excess Return Index Swaps (Cleared OTC) contracts were delisted from CME ClearPort. As a result of the delistings, information regarding these contracts has been deleted from the respective product chapters, from the Position Limit, Position Accountability and Reportable Level Table in the Interpretations and Special Notices Section of Chapter 5 (Trading Qualifications and Practices).

      Questions regarding this Special Executive Report may be directed to Jack Cook, Director, Commodity Research & Product Development at 312-930-3295, Jack.Cook@cmegroup.com or Candice Lucas, Director, Business Line Management at 312-930-3665, Candice.Lucas@cmegroup.com.

      For media inquiries concerning this Special Executive Report, please contact CME Group Corporate Communications at 312-930-3434 or news@cmegroup.com.

       

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