February 2004 Filings by Designated Contract Markets (DCMs)

Date of Letter	Date Filed	DCM	Description
02/27/2004	02/27/2004	NYMEX	Listing of Additional Strike Prices for the Gold, Silver, Copper, Natural Gas, Unleaded Gasoline and Related Calendar Spread Option Contracts
02/26/2004		U.S. Futures Exchange, L.L.C. (Eurex US)	Eurex US Rules 507 and 901-908
02/24/2004	02/24/2004	NYME	Listing of Additional Strike Prices for the Gold, Silver, Copper, Aluminum, Unleaded Gasoline and Natural Gas Option Contracts
02/23/2004	02/23/2004	CBOT	Rule Numbers – 444.01, 444.01B, 444.02, 1809.02, 2309.02, 2409.02, 2509.02 Simplify cross-references concerning Exchange for Swap and Exchange for Risk transactions
02/18/2004	02/19/2004	NYMEX	Rule Numbers – COMEX Division Rule 4.46, Reporting Requirements, The amendments pertain to the submission and attestation to the Exchange of customer identification of the parties of EFP and EFS transactions via the daily large trader reporting system, which is consistent with reporting methodology used by the CFTC.
02/18/2004	02/19/2004	NYMEX	Listing of Additional Strike Prices for the Gold, Silver, Copper, Unleaded Gasoline, Heating Oil and Natural Gas Option Contracts.
02/12/2004	02/12/2004	NYMEX	New NYMEX Board of Directors Resolution The new resolution establishes a new permanent retail customer protection mechanism
02/12/2004	02/12/2004	CFE	516 Sets forth general margin requirements with respect to Customer accounts
02/12/2004	02/12/2004	CFE	418 Adds disclaimer provisions with respect to index licensors for indexes underlying Contracts that are traded on CFE
02/12/2004	02/12/2004	CFE	415 Sets forth additional reporting procedures for participants in Block Trades
02/12/2004	02/12/2004	CFE	403 and 501 Sets forth a requirement that Trading Privilege Holders keep a record of messages (such as orders, bids, and offers) that are transmitted to the CBOE System by an Authorized Trader of a Trading Privilege Holder
02/12/2004	02/12/2004	CFE	305 Requires each Trading Privilege Holder that is a non-NFA and non-CBOE member to update certain information on file at CFE
02/12/2004	02/12/2004	CBOT	Terminate trading in 10-Year and 5-Year Agency futures
02/12/2004	02/12/2004	CBOT	5106.01 Reduce the tick size of CBOT 5-Year Interest Rate Swap futures
02/12/2004	02/12/2004	CBOT	1007.02 Clarify the process by which CBOT settlement prices are determined
02/12/2004	02/12/2004	CBOT	Modifications to Electronic Permit Program
02/11/2004	02/12/2004	NYMEX	Listing of Additional Strike Prices for the Gold, Silver, Copper, Unleaded Gasoline, Natural Gas and Related Calendar Spread Option Contracts.
02/10/2004	02/11/2004	USFE	Eurex US Rule 415(f) through (i) The rule change is self-explanatory and adds a new paragraph 415(f) that provides that members may not aggregate separate customer orders to meet the contract minimums set forth in Eurex US Rule 415(f), unless the Member meets the requirements set forth in the rule. The remaining changes are renumbered current 415(f) through (i) as 415(g) through (j).
02/10/2004	02/10/2004	CBOT	Temporary fee waiver program for electronically traded U.S. Treasury contracts
02/06/2004	02/09/2004	CBOT	Rule Numbers – Appendix 9B-3 Add “no-bust” ranges for CBOT Total Market Index futures and CBOT mini-sized Dow futures options.
02/06/2004	02/09/2004	CBOT	Rule Numbers – 5401.01, 5405.01, 5407.01, 5407.02, 5410.01, 5414.01 Update terminology and cross-references with respect to CBOT mini-sized Dow futures options.
02/06/2004	02/09/2004	CBOT	Rule Numbers – 5503.01, 5504.01, 5507.01, 5542.01 Update terminology and remove obsolete provisions with respect to CBOT Dow Total Market Index futures.
02/05/2004	02/06/2004	NYMEX	Listing of Additional Strike Prices for the Gold, Silver, Copper, Natural Gas and Related Calendar Spread Option Contracts
02/05/2004	02/06/2004	NYMEX	Rule Numbers – NYMEX Rule 6.40B The rule is being amended to extend generally the cutoff in TAS trading hours from 1:30 to 2:30 p.m. for the NYMEX unleaded gasoline futures contract.
02/05/2004 Comments Received	02/05/2004	CME	Rule Numbers – 10201 and 10203.A Changes to CME Feeder Cattle Index composition
02/05/2004	02/05/2004	CME	Rule Numbers – Interpretation of CME Rule 580 – GLOBEX TRADE ALGORITHMS CME Rule 560. RESTRICTIONS ON INTEREST RATE FUTURES TRADED ON GLOBEX First rule change is due to the appointment of a Lead Market Maker for the Consumer Price Index (CPI) futures. The second rule change imposes size restrictions on orders for CPI futures.
02/05/2004	02/05/2004	CME	Expand listing cycle for Class III Milk futures and options from 18 to 24 months.
02/05/2004	02/06/2004	CME	Rule Numbers – Amendments to CME Rules 26601.C. Price Increments, 266A01.C. Price Increments, 266A01.J. Exercise Prices, 26701.C. Price Increments, 267A01.C. Price Increments, 26801.C. Price Increments, 268A01.C. Price Increments, 31501.C. Quote Basis, 31501.D. Price Increments, 315A01.C. Price Increments, 31601.C. Quote Increments, 317A01.C. Price Increments Amendments to the full tick and half tick contract specifications for the East European foreign exchange futures and options contracts. Also, an amendment to the Czech Koruna Options on Futures Contract strike price interval.
02/02/2004	02/03/2004	CME	Rule Numbers – Amendment to Rule 260A01.J. Exercise Prices The amendment to Rule 260A01.J. Exercise Prices will change the exercise price interval for Russian ruble options from $0.0025 to $0.00025.