Earlier today, Monday, June 1, 2015, The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) delisted four (4) agricultural calendar swap contracts (the “Contracts”) identified in the Exhibit below. There was no open interest in these Contracts, which were available for submission for clearing via CME ClearPort.
The respective product rulebook chapters and all terms and conditions related to the Contracts, including references 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 CBOT Rulebook, were deleted from the Exchange Rulebook and the CME Group website.
Exhibit – Agricultural Calendar Swaps (Clearing Only) Contracts Delisted
Clearing Code
|
Product Title
|
CBOT Rulebook Chapter
|
CCS |
Corn Calendar Swaps (Clearing Only) |
10C |
SNS |
Soybean Calendar Swaps (Clearing Only) |
11D |
WCS |
Wheat Calendar Swaps (Clearing Only) |
14C |
KWS |
KC HRW Wheat Calendar Swaps (Clearing Only) |
14I |
Enquiries concerning this action should be addressed to:
Alison Coughlin alison.coughlin@cmegroup.com 312 338 7171
Candice Lucas candice.lucas@cmegroup.com 312 930 3365