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Industry Filings

  • March 2004 Filings by Designated Contract Markets (DCMs)

    Date of Letter

    Date Filed

    DCM

    Description

    03/30/2004

    03/30/2004

    NYMEX

    Listing of Additional Strike Prices for the Gold, Silver, Copper, Platinum, Natural Gas, Heating Oil, Unleaded and Related Calendar Spread Option Contracts.

    03/26/2004

    03/26/2004

    NYMEX

    The amendments pertain to the deletion of the accountability levels for the NY Harbor Gasoline Calendar Swap and NY Harbor Heating Oil Calendar Swap contracts. Actual levels are contained in the notes following the contract name.

    03/26/2004

    03/26/2004

    USFE

    Beginning April 1, 2004 and continuing through June 30, 2004, market supervision of Eurex US will be conducted by Eurex Frankfurt A.G. located in Frankfurt, Germany between the hours of 12:00 A.M. to 7:00 A.M. CST unless overnight trading volume exceeds an average of 50,000 contracts per night for at least two weeks in a row.

    03/25/2004

    03/26/2004

    CFE

    Rule 611 and Policy and Procedure V
    This filing amends CFE's cross trade provisions relating to Trading Privilege Holders and Customers

    03/25/2004

    03/25/2004

    CFE

    Rule 516
    Makes a technical change to Rule 516 (Customer Margin)

    03/25/2004

    03/25/2004

    CFE

    Rule 415
    This filing amends CFE's Block Trade rule with respect to Block Trade prices and reorganizes certain language in Rule 415

    03/24/2004

    03/25/2004

    EUREXUS

    Eurex US Rules 401(d), 901(c), and 905-908(i)
    Rule 401(d) has been supplemented to clarify the closing auction procedures. Rule 901(c) was changed so that the last trading day of the Mch '04 2-Year Treasury Note Futures contract would align with the other treasury note and bond futures contracts. Rules 905-908(i) were supplemented to add reportable position levels for treasury note and bond options that match the CFTC reportable levels.

    03/24/2004

    03/25/2004

    CBOT

    Rule Numbers XX01.01 through XX09.01, XX36.01, XX42.02
    Clarify the definition of last trading day, reference yield and delivery grade with respect to the When Issued 2-Year Treasury Note Futures contract

    03/23/2004

    03/24/2004

    NYMEX

    Listing of Additional Strike Prices for the Gold, Silver, Copper, Natural Gas, Crude Oil and Unleaded Gasoline Option Contracts

    03/19/2004

    03/19/2004

    NYMEX

    NYMEX Division Rules 9.26, 9.27 and 9.34
    The amendments pertain to the position accountability levels, position limits and reportable levels related to the launch of four new clearing-only cash-settled European-exercise "look-alike" options. Rule 9.34 also contains reportable levels for five previously-approved contracts.

    03/18/2004

    03/19/2004

    NYMEX

    NYMEX Rule 9.04A
    The resolution amendments extend the session time from 2:30 to 2:40 p.m. and also revise the procedures by which trades can be voided that were submitted earlier in the session.

    03/18/2004

    03/18/2004

    NYMEX

    Listing of Additional Strike Prices for the Gold, Silver, Copper, Natural Gas and Unleaded Gasoline Option Contracts

    03/17/2004

    03/18/2004

    CFE

    The filing sets forth transaction fees, application fees and market data fees for the CBOE Futures Exchange, LLC.

    03/15/2004

    03/15/2004

    MGEX

    Regulation 2015.00.
    Amend Regulation 2015 to permit options traded by open outcry to be theoretically settled.

    03/12/2004

    03/12/2004

    CBOT

    Rule Numbers – 450.02D
    Permit "passive investor" entities to be designated for reduced transaction fee treatment if they are controlled by a member firm or a member affiliate

    03/12/2004

    03/12/2004

    CBOT

    Rule Numbers - A2704.01, A2804.01, A3504.01, A3604.01, 5004.01, 5204.01
    Simplify strike price listing provisions for Treasury and Swap options

    03/12/2004

    03/12/2004

    CBOT

    Increase the tick size for CBOT Bund, Bobl and Schatz futures

    03/11/2004

    03/11/2004

    NYCE

    Delete the Pound-Swiss and Dollar Swiss options contracts.

    03/11/2004

    03/11/2004

    CME

    Rule Number 560. Restrictions on Interest Rate Futures Traded on GLOBEX –
    GLOBEX Order Quantity Restriction for Eurodollar futures are revised from 2,000 contracts to 5,000 contracts.

    03/11/2004

    03/11/2004

    CME

    Rule Numbers -Chapter 352, Nikkei Stock Average Futures Chapter 352A, Options on Nikkei Stock Average Futures Chapter 352B, Yen Denominated Nikkei Stock Average Futures Chapter 352C, Options on Yen Denominated Nikkei Stock Average Futures
    Clarification on the Nikkei Stock Average contracts with respect to position limits.

    03/11/2004

    03/12/2004

    CBOT

    Rule Number - 331.03
    Add 5-Year/10-Year Treasury Note futures spreads to contracts eligible for All-or-None transactions

    03/11/2004

    03/12/2004

    CBOT

    Extend through December 31, 2004 temporary trading privileges in 30-Day Fed Funds options to holders of COM Membership Interests

    03/11/2004

    03/12/2004

    CBOT

    Extend through December 31, 2004 temporary trading privileges in 30-Day Fed Funds options to holders of IDEM Membership Interests

    03/09/2004

    03/09/2004

    NYMEX

    Listing 36 contract months in the NYMEX New York Harbor Gasoline Calendar Swap futures contract and maintaining the listing of 36 contract months on a rolling basis.

    03/09/2004

    03/09/2004

    NYMEX

    Listing of Additional Strike Prices for the Gold, Silver, Copper, Heating Oil, Natural Gas and Unleaded Gasoline Option Contracts

    03/05/2004

    03/05/2004

    NYMEX

    Rule Numbers – Supplement No. 1, “Official List of Approved Brands and Markings” of the Aluminum Futures Contract.
    The approved amendment, effective Tuesday, March 9, 2004, changes the name of the producer of the LAURALCO brand of aluminum from Aluminerie Lauralco Inc. to Alcoa-Aluminerie de Deschambault S.E.N.C.

    03/05/2004

    03/05/2004

    NYMEX

    Rule Numbers – COMEX Rule 4.02(a) “Opening and Closing”
    The approved rule amendment, effective March 15, 2004, changes the closing time in the Aluminum Futures Contract and the Aluminum Futures Options Contract from 1:10 PM to 1:15 PM.

    03/04/2004

    03/08/2004

    NYMEX

    Rule Numbers – NYMEX Division Rule 6.59, All or None Trading of Futures Contracts for PJM Electricity Monthly Futures (Pilot Program)
    The amendments change the minimum AON contract size from 20 lots to 10 lots, and specifies the requirement that a broker in possession of an AON order for more than 10 lots accept quantities in 10-lot multiples up to the total quantity of his/her order.

    03/04/2004

    03/05/2004

    NYMEX

    Listing of Additional Strike Prices for the Gold, Silver, Copper, Heating Oil, Natural Gas, Unleaded Gasoline and Related Calendar Spread Option Contracts

    03/04/2004

    03/05/2004

    NYMEX

    Rule Numbers – NYMEX Division Rule 11.63(D), Electronic Trading Error Trade Procedures
    The amendment modifies Rule 11.63(D) such that error fines will be eliminated on the ClearPort(sm) Trading system, effective immediately.

    03/04/2004

    03/05/2004

    NYMEX

    Rule Numbers – NYMEX Division Rule 6.44A, Financial Obligations of Lessee Floor Brokers and Lessee-Owned Billing Entities
    The amendment modifies Rule 6.44A to allow United States Treasury Bills placed on deposit to be valued at face.

    03/04/2004

    03/05/2004

    NYMEX

    Rule Numbers – NYMEX Division Rule 150.12, Inspection
    The amendment to NYMEX Rule 150.12 clarifies that the dye specifications for the New York Harbor Heating Oil contract referenced in NYMEX Rule 150.03 need not be met at the time of inspection or pre-inspection, but must be met by seller at cost to seller prior to the completion of delivery.

    03/04/2004

    03/04/2004

    NYMEX

    Revised trading hours for Consumer Price Index Futures

    03/04/2004

    03/04/2004

    NYMEX

    Rule Numbers – 40302.C., 403A01.C., 40502.C., 405A01.C., 40602.C., 406A01.C., 40702.C., 407A01.C., 40802.C., 408A01.C., 40902.C. and 409A01.C.
    Decrease in tick size to one-fifth of the current tick size

    03/03/2004

    03/03/2004

    CBOT

    Waive exchange fees in CBOT Dow Jones TMI Index futures and mini-sized DJIA options thru May 31, 2004

    03/02/2004

    03/02/2004

    USFE

    Rule Numbers – Eurex US rules 101, 415, 416, 417, 901, 902, 903 and 904