Delisting of Certain CME US and European Monthly, Weekly and Seasonal Strip Index Futures and Options Contracts

Earlier today, Monday, June 8, 2015, the Chicago Mercantile Exchange Inc. (CME or Exchange) delisted certain CME US and European Monthly, Weekly and Seasonal Strip Index Futures and Options contracts as set forth below in Exhibit 1 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.  The CME Rulebook chapters are provided in Exhibit 2 in blackline format.

Exhibit 1

CME Rulebook Chapter 403 CME Degree Days Index Futures

CME Rulebook Chapter 405 CME Seasonal Strip Degree Days Index Futures

CME Rulebook Chapter 406 CME European HDD Index Futures

CME Rulebook Chapter 407 CME European Seasonal Strip HDD Index Futures

CME Rulebook Chapter 408 CME European CAT Index Futures

CME Rulebook Chapter 409 CME European Seasonal CAT Strip Index Futures

CME Rulebook Chapter 424 CME Weekly Average Temperature Index Futures

CME Rulebook Chapter 424A Options on CME Weekly Average Temperature 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 or Russell Karas, Director, Energy Products BLM, at 212-299-2345, Russell.Karas@cmegroup.com

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