Date of Letter

Date Filed

DCM

Description

01/30/2004

NYMEX

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

01/30/2004

CBOT

Rule Numbers – 290.02, 425.01, 425.14, 425.15, 425.16
Market category designation, position limits and reportable position levels and position accountability provisions for the CBOT Bund, Bobl and Schatz futures

01/29/2004

01/29/2004

CME

Rule Numbers – Interpretations on Rule 135.A.
Rule amendment on the interpretation of 135.A. regarding the allowable spreads for GEM members on the Yen denominated Nikkei 255 contract. Also included is a clarification on the contract listings for the same contract.

01/29/2004

01/29/2004

CBOT

Early listing of August and September 2005 Soybean, mini-sized Soybean, Soybean Meal and Soybean Oil futures.

01/27/2004

01/27/2004

NYMEX

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

01/23/2004

01/23/2004

CME

403A01.E. Exercise Prices
Increase only the January New York La Guardia Airport (WBAN 14732) option strike range from 100 points to 150.

01/23/2004

01/23/2004

CME

Rule 35203.A.
Final Settlement Price on the Nikkei 225 Futures contract The Final Settlement Price will be changed from the nearest 1/10th to the nearest 1/100th in line with the Singapore Exchange's quoting methods.

01/23/2004

01/23/2004

CME

Chapter 352, Nikkei Stock Average Futures
Chapter 352A, Options on Nikkei Stock Average Futures
Chapter 5, Rule 557.B., Restrictions on Stock Index Futures Traded on GLOBEX
An enhanced agreement with the publisher of the Nikkei 225 Stock Average requires amendments to Chapters 352 and 352.A. Changes to Chapters 352 and 352A necessitate amendments to Rule 557.B.

01/23/2004

01/23/2004

CBOT

Temporarily terminate trading in Jul and Nov 06 Soybean and mini-sized Soybean futures and Jul, Oct and Dec 06 Soybean Oil and Soybean Meal futures.

01/22/2004

01/23/2004

CBOT

450.02D
Provide an alternate seat registration option for agricultural member firms to qualify their affiliates for member firm transaction fee treatment.

01/22/2004

01/23/2004

CBOT

Establishment of an Electronic Permit Program

01/20/2004

01/20/2004

CME

Rule number 230.j.
Under the revised Rule 230.j., the Board may delegate its authority to make and amend changes to CME rules in certain circumstances to either (I) the Executive Committee, or in the event that it is not practicable to convene an Executive Committee meeting, the (ii) jointly to the Chairman of the Board, the Chief Executive Officer and the Chief Operating Officer.

01/20/2004

01/20/2004

CME

Rule number 536
Rule 536 CTR Enforcement Program and Sanction Schedule Interpretation was amended to increase the violation threshold level for quotes not found in time and sales in back month Eurodollar futures from five (5) to ten (10) for members with 100 or more transactions per month.

01/16/2004

01/20/2004

NYMEX

Listing of additional strike prices for the Gold, Silver, Copper, Natural Gas, Heating Oil and Unleaded Gasoline Option Contracts

01/16/2004

01/16/2004

MGEX

Rules 322.00., 704.00. & 718.01. And Regulation 2055.00.
The amendments to Rules 322, 704 & 718.01 and Regulation 2055 clarify when registration is required, that give-ups are permitted on all markets, and that proper offset procedures must be followed on all markets.

01/15/2004

01/15/2004

NYCE

New Rule 6.44
New rule establishes trading privileges for NYMEX and COMEX floor members to trade futures and options contracts on the Index Contracts listed at NYCE.

01/15/2004

01/15/2004

CME

Interpretation of CME Rules 135.A. and 135.B. Regarding Allowable Spreads for GEM Members & Interpretations and Special Notices to Chapter 5, CME GLOBEX Error Trade Policy
Consumer Price Index (CPI) Futures is being added to the New Product Access Program. Also, a language clarification to the GLOBEX error trade policy to specify the CPI futures no bust range of 5 basis points or less.

01/15/2004

01/15/2004

CBOT

Rule 425.01
Codify the position limits and reportable position levels for CBOT Dow Jones U.S. Total Market Index futures and CBOT mini-sized Dow options

01/14/2004

01/14/2004

NYMEX

NYMEX Division Rules 6.21(C) and (G), 6.21A(C) and (E), 150.14(C), 190.14(C), 200.20(C), 220.17(C), 230.17(C), and 260.19(C)
The amendments pertain to the submissions and attestation to the Exchange of customer identification of the parties to EFP and EFS transactions via the daily Large Trader Reporting System, which is consistent with reporting methodology used by the CFTC.

01/14/2004

01/14/2004

CME

Rule 403A01.E. Exercise Prices
Increase only the January and February Boston Logan International Airport (WBAN 14739) option strike range from 100 points to 350.

01/14/2004

01/14/2004

CBOT

Rules B2807.01, B2807.02, B2808.01, B2707.01, B2708.01, B3507.01, B3507.02, B3508.01, B3607.01, B3607.02 and B3608.01
Revised option exercise deadlines and expiration times for Flexible Treasury Bond and Treasury Note Options.

01/13/2004

01/13/2004

CBOT

Rule 230.05
Increase the time period allowed for specific member firms to fulfill the minimum membership registration requirement for reduced transaction fee treatment.

01/12/2004

01/12/2004

CBOT

Rule 230.05
Increase the time period allowed for specific member firms to fulfill the minimum membership registration requirement for reduced transaction fee treatment.

01/09/2004

01/09/2004

CBOT

Rule 450.00
Reformat and simplify Rule 450.00 related to Exchange fees.

01/08/2004

01/08/2004

NYMEX

Listing of additional strike prices for the Gold, Silver, Copper, Natural Gas and Related Calendar Spread Option Contracts

01/08/2004

01/08/2004

CME

Revisions to the Goldman Sachs Commodity Index Normalizing Constant for 2004

01/07/2004

01/07/2004

CBOT

Reduction of the annual fee cap for specified member and member firm transactions

01/07/2004

01/07/2004

CBOT

Reduce the floor broker fee rate for 2004

01/07/2004

01/07/2004

CBOT

Waive the licensed contract fee for all Dow Jones transactions in 2004

01/06/2004

KCT

Rule Numbers – KCBT Rules 320.00 through 323.00

01/06/2004

CBOT

Rule Numbers – 2904.01, Listing of strike prices for Soybean options

01/06/2004

01/07/2004

CBOT

“Liquidity Link” temporary fee waiver program

01/05/2004

01/05/2004

NYMEX

Listing of additional strike prices for the Gold, Silver, Copper, Unleaded Gasoline and Related Calendar Spread Option Contracts

01/05/2004

01/05/2004

NQLX

419 and 420
NQLX made changes to Rules 419 and 420 to explicitly require its members to time-stamp orders when negotiations end (rather than begin) for block trades and exchanges of futures for physical trades. Requiring time-stamping when negotiations end for the block trades and exchange for physical trades is in addition to the time-stamping of orders required immediately upon receipt, or execution, and any modification or cancellation, which is already required of all orders submitted to NQLX for execution. See NQLX Rules 408(b), 419(g)(1), and 420(b)(1). NQLX believes that the rule changes proposed in this filing will enhance its ability to monitor trades as required by its Rules 419 and 420.