Date of Letter

Date Filed

DCM

Description

10/31/2003

10/31/2003

CBOT

Rule Numbers – 9B01 thru 9B.21 and Appendices 9B-1 through 9B-4
New provisions to govern trading on the new e-cbot electronic platform.

10/31/2003

10/31/2003

PBOT

Rule Numbers – 361
New Section 7 of PBOT Rule 367, Exchange of Futures Contracts for Physical, prohibits EFP transactions from being structured with cash-settled futures contracts.

10/31/2003

10/31/2003

PBOT

Rule Numbers – 262
New PBOT Rule 262, Segregation and Secured Requirements, establishes certain requirements for clearing members relating to customer funds.

10/30/2003

10/30/2003

NYMEX

Listing Additional Months through Dec. 2006 in 4 Gulf coast petroleum products contracts

10/28/2003

10/29/2003

MGEX

Rule Numbers – 280.00., 281.00., 816.00., 817.00., 817.01., 901.01., 1115.00., 1116.00., and Regulations 2025.00. and 2037.00.
The MGEX is removing the requirements that the Exchange have Sampling and Weighing Departments, that licensed public elevators report to the Weighing Department, and that all members of the Exchange operating grain facilities in the Minneapolis/St. Paul switching district use official weights. Further, delivery notices will only be in 5,000 bushel denominations.

10/23/2003

10/24/2003

CBOT

Rule Numbers – 225.00
Establish a Designated Primary Market Maker Program for 10-Year Municipal Note Index Futures.

10/23/2003

10/24/2003

CBOT

Rule Numbers – 450.02G
Amendments will clarify that members with firm-owned seats will be treated as members in determining broker and transaction fees for trades made for affiliates of the member firm owner.

10/23/2003

10/24/2003

CBOT

Rule Numbers – 4404.01, 4406.01
Revisions to the Dow Jones Industrial Average Index options contract will provide for the quarterly “re-setting” of strike prices and amend cabinet trade provisions.

10/23/2003

10/23/2003

CBOT

Rule Numbers – 450.02C
Amended qualifications for member/member firm proprietary accounts

10/22/2003

10/23/2003

CBOT

Rule Numbers – 230.05 and 450.02I
New regulations will facilitate the registration/designation of “passive investor” entities for reduced transaction fees

10/22/2003

10/22/2003

CBOT

Rule Numbers – 425.01, 425.07
Replace position limits in 2-Yr. T-Note futures and options with position accountability

10/22/2003

10/22/2003

CBOT

Rule Numbers – 331.03
Lower the quantity threshold for All-or-None transactions in 5 Yr. and 10-Yr. Treasury/Swap futures spreads

10/22/2003

10/22/2003

CBOT

Rule Numbers – 1950.01(b)(2)
Eliminate the pricing “collar” for Municipal Note Index futures contract settlements

10/22/2003

10/22/2003

CBOT

Rule Numbers - 444.04
Expand exchange for swap transactions to include Treasury Bond and Note futures

10/15/2003

10/17/2003

CME

CME Rule 10102.D. Daily Price Limits (Live Cattle Futures)
Emergency Rule Certification for the Daily Price Limits for the Live Cattle Futures Contract

10/15/2003

10/15/2003

PBOT

Rule Numbers – Rule 212
New PBOT Rule 212 regarding provision of information requested by the Exchange.

10/15/2003

10/15/2003

PBOT

Rule Numbers – Rule 366
New PBOT Rule 366 providing that wherever the context permits, all references in the Exchange’s rules to Commission rules include any successor Commission rules.

10/15/2003

10/16/2003

PBOT

Rule Numbers – Rule 365
New PBOT Rule 365 regarding Exchange recordkeeping.

10/15/2003

10/15/2003

NYMEX

Rule Numbers – Supplement No. 2, “Licensed Depositories and Weightmasters for Silver”
The amendment asks HSBC Bank USA as a Licensed Weighmaster for Silver.

10/13/2003

10/14/2003

OneChicago

Rule Numbers – Listing Standard II.A.v.
Onechicago is proposing to correct Maintenance Listing Standard II.A.v in which the words “has not” were inadvertently omitted.

10/10/2003

10/10/2003

NYMEX

Rule Numbers - NYMEX Rule 8.21
The rule amendments authorize NYMEX Floor Committee members to issue summary fines for material misstatements and misrepresentations made to the Floor Committee in connection with a bid, offer or transaction.

10/09/2003

10/09/2003

CBOE Futures Exchange, LLC

Rule Numbers - Policies and Procedures VI

10/09/2003

10/09/2003

NYCE

New Rule 6.43
New rule establishes trading privileges for NYBOT members who are not NYCE members to trade futures and options contracts on the Russell Complex and the NYSE Composite Index.®

10/08/2003

10/08/2003

NYMEX

NYMEX Rule 6.40B
NYMEX is extending its trading at settlement programs is its unleaded gasoline and heating oil futures contracts through the end of the year.

10/08/2003

10/08/2003

CME

Exchange is Delisting March 2004 FORTUNE e-50 Index futures and discontinuing listing future contract months.

10/07/2003

10/07/2003

CBOT

Rule 230.00; Regulations 230.02 and 450.02D
Designation of “affiliates” for Exchange transaction fee purposes

10/06/2003

10/08/2003

CME

New Rule 105.B. and Changes to existing Rule 105.B. allowing individuals seeking membership on the Exchange who will not be accessing the trading floor to apply for membership using a short form application

10/06/2003

10/07/2003

CME

Changes to Rule 816 and Rule 821 allowing for an increase in the size of CME’s Line of Credit from $500 million to $750 million for 2004.

10/02/2003

10/02/2003

CME

Rule Number 5202.D. Daily Price Limits. Lowering the daily price limit on Class III & Class IV milk from $1.00 to $.75.

10/01/2003

10/082003

NYMEX

Rule Numbers COMEX 4.36A
The amendment to COMEX Rule 4.36A, “Exchange of Aluminum Futures for, or in Connection with Swap Transactions”, extends the original term of the program from three years from the effective date of November 27, 2000 to five years from the effective date of the program. Therefore, the program would be extended until November 27, 2005.

10/01/2003

10/02/2003

NYMEX

Rule Numbers COMEX Rule 4.36A
The amendment to COMEX Rule 4.36A, “Exchange of Aluminum Futures for, or in Connection with Swap Transactions, “extends the original term of the program from three years from the effective date of November 27, 2000 to five years from the effective date of the program. Therefore, the program would be extended until November 27, 2005.

10/01/2003

10/02/2003

PBOT

New Rule 364
New PBOT Rule 364 (Reference File SR-PBOT-2003-04) – prohibition against manipulation, attempted manipulation and cornering of commodities traded on the exchange