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Industry Filings

  • October 2004 Filings by Designated Contract Markets (DCMs)

    Date of Letter

    Date Filed

    DCM

    Description

    10/29/2004

    11/01/2004

    NYMEX

    Listing of Additional Strike prices for the Gold, Crude Oil, Heating Oil, Gasoline Crack, Natural Gas and Related Calendar Spread Option Contracts.

    10/29/2004

    10/29/2004

    NYMEX

    NYMEX Division Rules 9.26, 9.27 and 9.34
    The amendments include the addition of position limits, accountability levels and reportable levels for the Eastern Rail CXS Coal Swap, Western Rail PRB Coal Swap, and the ISO New England Internal Hub Peak LMP Swap, effective October 31, 2004 for trade date November 1, 2004.

    10/29/2004

    10/29/2004

    EUREXUS

    Amendment to Eurex US Rules 406, 415-418, and 503
    The attached documents detail amendments made to Eurex US Rules. The cross-trade procedure (Rule 406) was amended to clarify that a new RFQ or order must be input and the parties must wait the required time prior to executing a cross-trade for the amount remaining after the original RFQ or order results in a partial fill. OTC Trade processes were changed in two ways. First, OTC trades may be reported and confirmed through telephonic means. Secondly, a new trade validation matrix has been instituted which will help the Exchange to establish theoretical prices when validating OTC prices under Eurex US Rules, especially in illiquid markets. Finally, minor changes were made to Rule 503 to clarify that all transactions must be effected pursuant to a clearing authorization.

    10/28/2004

    11/03/2004

    CME

    Changes to the list of warehouse facilities eligible for delivery on CME Butter futures contracts for the period from December 1, 2004 through December 31, 2005.

    10/28/2004

     

    CME

    Changes to previous list of approved delivery facilities: slaughter plants and warehouses.

    10/28/2004

    10/29/2004

    CME

    Rule 588, Rule 618 and CME Globex Error Trade Policy
    CME's Globex Error Trade Policy was deleted and replaced with new CME Rule 588 (Globex® Trade Cancellations). New CME Rule 618 implements the arbitration procedure associated with the Globex Trade Cancellations Rule.

    10/28/2004

    10/29/2004

    CME

    Composition of CME X-Fund Index Futures contracts.

    10/26/2004

    10/26/2004

    HEDGESTREET

    HedgeStreet Monthly Survey Program

    10/26/2004

    10/26/2004

    CME

    Interpretation of Rule 135.A. Regarding Allowable Spreads for GEM Members to add spreads between the Russell 1000 and the E-Mini S&P 500 to the list of allowable spreads for GEM members.

    10/26/2004

    10/26/2004

    NYMEX

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

    10/25/2004

    10/25/2004

    NYMEX

    Notification of NYMEX 2005 Holiday Schedule

    10/25/2004

    10/25/2004

    NYMEX

    Rule Numbers – NYMEX Division Rule 6.21A
    The amendment to NYMEX Rule 6.21A, Exchange of Futures for, or in Connection With, Swap Transactions, changes the rule from pilot program to permanent status.

    10/25/2004

    10/25/2004

    NYMEX

    Rule Numbers – COMEX Division Rule 4.89
    The amendments pertain to the integration of Staff participation on the Settlement Committees for silver, gold, copper and aluminum options on a pilot basis, to be rolled-out respectively.

    10/20/2004

    10/20/2004

    NYMEX

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

    10/20/2004

    10/20/2004

    CBOT

    Rule Numbers – 465.02
    Update CBOT regulation to bring it into conformity with Commission Regulation 1.46.

    10/20/2004

    10/20/2004

    CBOT

    Terminate trading in mini-sized U.S. Treasury Bond, mini-sized U.S. Treasury Note and mini-sized Eurodollar futures months which have no open interest.

    10/19/2004

    10/19/2004

    NYMEX

    Rule Numbers – NYMEX Division Rules 9.26, 9.27 and 9.34
    The amendments include the addition of position limits, accountability levels and reportable levels for the Henry Hub Natural Gas Penultimate Swap futures contract.

    10/19/2004

    10/19/2004

    CME

    Rule Numbers – 452A01.C Minimum Fluctuations-Options on Three-Month Eurodollar Futures
    Half-tick Trading on Eurodollar Options across the board – except for options on quarter-tick eligible futures.

    10/18/2004

    10/18/2004

    NYMEX

    Notification of change of trading venue – PJM Calendar-Monthly LMP Swap Futures and Options Contracts Exclusively on NYMEX ClearPort system.

    10/15/2004

    10/15/2004

    PBOT

    Fee Schedule amendments waiving certain transaction charges and floor brokerage assessments through December 31, 2004 and eliminating charge with respect to exchanges of futures for physical trades.

    10/14/2004

    10/14/2004

    CME

    Certification of Amendment to Option on Stock Index Futures Exercise Procedures. Withdrawal of submission that amended rules to alter options on stock index futures contracts from American style to European style. The Exchange intends to recertify its amendments described in the previous submission pending clarification of attendant regulatory issues.

    10/14/2004

    10/14/2004

    CME

    Composition of CME X-Fund Index Futures Contracts

    10/14/2004

    10/14/2004

    NYBOT

    NYBOT Holiday Schedule

    10/13/2004

    10/13/2004

    NYMEX

    Rule Numbers – NYMEX Division Rules 6.51 and 6.52
    The amendments include the addition of staff participation on the Crude Oil Futures Settlement Committee (Rule 6.51), and the status of Rule 6.52, which specifies the settlement procedures for Crude Oil, Heating Oil, Unleaded Gasoline and Coal Futures contracts, is being changed from pilot program to permanent status.

    10/12/2004

    10/13/2004

    NQLX

    Certification of Notice to Members related to Securities Futures Open Interest Transfer.

    10/12/2004

    10/12/2004

    NYMEX

    Listing of Additional Strike Prices for the Gold, Copper, Crude Oil, Heating Oil and Natural Gas Option Contracts.

    10/12/2004

    10/12/2004

    CME

    Fixed listing cycle of twenty-four contract months for Class III Milk Futures and Options.

    10/11/2004

    10/12/2004

    MGEX

    Rule Numbers - Rules 7405, 7605 and 7805, Regulations 2011, 2011.01., 2011.02., 2014, 2015, 2016.01., 2060, 2061 and 2067, and Resolutions 1402 an 2101.00.C.
    The amendments are necessary to implement trading of MGEX contracts on e-cbot® powered by LIFFE CONNECT®. The changes will modify trading hours, eliminate references to morning or afternoon trading sessions, modify settlement procedures, modify the official closing period, define the relationship between contracts traded by open outcry and electronically, and amend cabinet trade capabilities.

    10/08/2004

     

    NQLX

    Regulatory Bulletin for Proper Use of Customer Type Indicator Codes

    10/07/2004

    10/08/2004

    NYMEX

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

    10/07/2004

    10/07/2004

    CME

    Rule Numbers 358A01.C., 351A01.C., 355A01.C., 356A01.C., 557.B.
    Customer demand necessitates an amendment to the E-Mini S&P 500 tick size on options. In order to remain consistent, the standard sized S&P 500, the S&P 500 Growth, and the S&P 500 Value option contracts have also been slightly amended. In addition, a GLOBEX order entry quantity limit will be imposed on E-Mini S&P 500 options.

    10/07/2004

    10/07/2004

    CBOT

    Regulation 425.01
    Increase speculative position limits for CBOT 5,000 oz. Silver and 100 oz. Gold futures.

    10/04/2004

    10/05/2004

    CBOT

    CBOT Regulations 1504.01, 1536.01; Appendices 14A, 14B, 15A, 15B
    Modify "Unit of Trading" and "Standards" regulations for CBOT 100 oz. Gold futures and specify the deliverable brands, approved vaults and assayers for CBOT 5,000 oz. Silver and 100 oz. Gold futures.

    10/01/2004

    10/04/2004

    NYMEX

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