• Delisting Two (2) Interest Rate Futures and Options Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7386
      • Notice Date
      • 08 June 2015
      • Effective Date
      • 08 June 2015

    • Earlier today, Monday, June 8, 2015, Chicago Mercantile Exchange Inc. (CME or Exchange) delisted two (2) interest rate contracts, as set out in the table below.

       

      These contracts were listed for trading on the CME trading floor and CME Globex.  There was no open interest in these contracts.

       

      The respective 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.

       

      Product Name

      Chapter

      Clearing Code

      Barclays U.S. Aggregate Bond Index Futures

      435

      LBA

      Barclays U.S. Aggregate Bond Index Options

      435A

      LBA

       

       

       

      For additional information, please contact:

       

      Nick Johnson             Nick.Johnson@cmegroup.com           312 338 2407

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