• Delisting of Twelve (12) Snowfall, Rainfall, Frost and Twelve (12) Hurricane Index Futures and Options Product Chapters

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7216
      • Notice Date
      • 20 October 2014
      • Effective Date
      • 20 October 2014

    • Earlier today, Monday, October 20, 2014, the Chicago Mercantile Exchange Inc. (CME or Exchange) delisted twelve (12) Snowfall, Rainfall, Frost and twelve (12) Hurricane index futures and options product chapters as set forth below. There was no open interest in these contracts. The 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.

       

      ·         CME Rulebook Chapter 402 CME Seasonal Strip Snowfall Index Futures

      ·         CME Rulebook Chapter 402A Options on CME Seasonal Strip Snowfall Index Futures

      ·         CME Rulebook Chapter 416 CME Frost Index Futures

      ·         CME Rulebook Chapter 416A Options on CME Frost Index Futures

      ·         CME Rulebook Chapter 417 CME Seasonal Frost Index Futures

      ·         CME Rulebook Chapter 417A Options on CME Seasonal Frost Index Futures

      ·         CME Rulebook Chapter 418 CME Snowfall Index Futures

      ·         CME Rulebook Chapter 418A Options on CME Snowfall Index Futures

      ·         CME Rulebook Chapter 423 CME Hurricane Index Second Event Seasonal Maximum Futures

      ·         CME Rulebook Chapter 423A Options on CME Hurricane Index Second Event Seasonal Maximum Futures

      • CME Rulebook Chapter 427 CME Hurricane Index Seasonal Futures
      • CME Rulebook Chapter 427A Options on CME Hurricane Index Seasonal Futures
      • CME Rulebook Chapter 428 CME Hurricane Index Seasonal Maximum Futures
      • CME Rulebook Chapter 428A Options on CME Hurricane Index Seasonal Maximum Futures
      • CME Rulebook Chapter 430 CME Hurricane Index Second Event Seasonal Maximum Cat-In-A-Box Futures
      • CME Rulebook Chapter 430A Options on CME Hurricane Index Second Event Seasonal Maximum Cat-In-A-Box Futures
      • CME Rulebook Chapter 431 CME Hurricane Index Seasonal Cat-In-A-Box Futures
      • CME Rulebook Chapter 431A Options on CME Hurricane Index Seasonal Cat-In-A-Box Futures
      • CME Rulebook Chapter 432 CME Hurricane Index Seasonal Maximum Cat-In-A-Box Futures
      • CME Rulebook Chapter 432A Options on CME Hurricane Index Seasonal Maximum Cat-In-A-Box Futures

      ·         CME Rulebook Chapter 441 CME Rainfall Index Futures

      ·         CME Rulebook Chapter 441A Options on CME Rainfall Index Futures

      ·         CME Rulebook Chapter 442 CME Seasonal Strip Rainfall Index Futures

      • CME Rulebook Chapter 442A Options on CME Seasonal Strip Rainfall Index Futures

       

      Questions regarding this Special Executive Report may be directed Charles Piszczor, Director, Commodity Research & Product Development, at 312-930-4536, Charles.Piszczor@cmegroup.com.

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