Effective immediately, Chicago Mercantile Exchange Inc. (CME or Exchange) has delisted from trading certain previously listed contract months in the futures and option products listed in the left-hand column of Exhibit 1. In consequence of this action, trading in these products will cease upon termination of trading in futures for June 2015 delivery. There is no open interest in any futures contract month or option contract month subject to this action.
Exhibit 1 – CME Equity Index Products Subject to Certain Contract Month Delisting
Contract Name / CME Rulebook Chapter |
CME Commodity Code |
Previous Listing Schedule |
Amended Listing Schedule
|
Futures Delivery or Option Expiry Months Delisted |
NASDAQ 100 Index Futures / Chapter 357 |
ND |
Mar 2015 Jun 2015 Sep 2015 Dec 2015 Mar 2016
|
Mar 2015 Jun 2015* |
Sep 2015 Dec 2015 Mar 2016 |
Quarterly and Serial Options on NASDAQ 100 Index Futures / Chapter 357A |
ND |
Feb 2015 Mar 2015 Apr 2015 Jun 2015 Sep 2015 Dec 2015
|
Feb 2015 Mar 2015 Apr 2015 Jun 2015*
|
Sep 2015 Dec 2015
|
Standard and Poor's MidCap 400 Stock Price Index Futures / Chapter 353 |
MD |
Mar 2015 Jun 2015 Sep 2015 Dec 2015 Mar 2016
|
Mar 2015 Jun 2015* |
Sep 2015 Dec 2015 Mar 2016 |
Standard and Poor's SmallCap 600 Index Futures / Chapter 380 |
SMP |
Mar 2015 Jun 2015 Sep 2015 Dec 2015 Mar 2016
|
Mar 2015 Jun 2015*
|
Sep 2015 Dec 2015 Mar 2016
|
* June 2015 shall be the final futures delivery month or option expiration month to be listed for trading.
All such futures for delivery in March 2015 or in June 2015, and all options exercisable into such futures, shall remain listed for trading until termination of trading and expiry, as currently scheduled, in accordance with the respective contract terms and conditions and all applicable Exchange rules.
In respect of options on NASDAQ 100 Index futures, the Exchange shall continue to list new option series in accordance with the current listing cycle only for options exercisable into March 2015 futures or June 2015 futures. The Exchange shall make no new listing of any option product shown in the table immediately below, where the resultant option contract would be exercisable into a futures contract for delivery in September 2015 or thereafter.
Options on NASDAQ 100 Index Futures Clearing Code
End-of-Month Options DNE
Weekly Options, Week 1 DN1
Weekly Options, Week 2 DN2
Weekly Options, Week 4 DN4
A-Flex Options ND
Accordingly, per the Exchange’s current listing cycle, the final expiration date for End-of-Month options would be Friday, 29 May 2015, the final expiration date for Weekly options would be Friday, 12 June 2015, and the final expiration date for Quarterly and Serial options would be Friday, 19 June 2015.
Standard and Poor's MidCap 400 Stock Price Index futures, Standard and Poor’s SmallCap 600 Index futures, and NASDAQ 100 Index futures for delivery in March 2015 or in June 2015, and options on such NASDAQ 100 Index futures will remain available for trading in open outcry and on the CME Globex electronic trading platform. Parties to privately negotiated block trades in such contracts will remain able to notify the Exchange of such block trades through CME ClearPort. Such contracts also will remain eligible for use in privately negotiated exchange-for-related-position transactions, subject to all applicable Exchange rules.
For further information, please contact:
Thomas Boggs thomas.boggs@cmegroup.com 312 930 3038
Richard Co richard.co@cmegroup.com 312 930 3227
Tim McCourt tim.mccourt@cmegroup.com 212 299 2415
Frederick Sturm frederick.sturm@cmegroup.com 312 930 1282