Industry Filings

March 2006 Filings by Designated Contract Markets (DCMs)

Date of Letter

Date Filed

DCM

Description

03/31/2006

03/31/2006

NYMEX

Rules 7.07 and 7.11
To provide a more representative reporting of unwarranted material in Exchange-Approved Metals Depositories and Warehouses.

03/31/2006

03/31/2006

NYMEX

COMEX Division Rule 104.42
Effective April 10, 2006, the amendment requires the seller in a Matched Order ("MO") transaction to promptly report the transaction to the Exchange so that it will become a matter of permanent record. Please note that this new reporting requirement would be in addition to those already in place for MO trades that are executed as crosstrades.

03/29/2006

03/29/2006

CME

Rule Number 10203.A.1
Amendment to include calves in CME Feeder Cattle Index and delay listing of March 2007 contract.

03/29/2006

03/29/2006

CME

Rules Numbers 20102.A and 201A01.D
Amendment to correct language in trading schedule of CME Lumber Futures

03/27/2006

03/28/2006

CME

Rule Numbers – 5103.D., 5103.G., 5104.D
Temporary Delisting and Rule Amendments for CME Butter Futures Contracts.

03/27/2006

03/27/2006

CBOT

Establishment of an Electronic market Maker Program for CBOT 5-Year and 10-Year Interest Rate Swap Futures.

03/24/2006

03/27/2006

CME

Rule Numbers – Rule 588.K Globex No Bust Ranges
CME has amended its Rules to expand the CME Globex no bust range for CME Mexican peso futures

03/24/2006

03/27/2006

CBOT

Rule Numbers – 3909.01 and XX09.01
Clarify that the expiration of 100 oz. Gold and 5,000 oz. Silver Options contract months are into the nearest standard six month contract cycle

03/24/2006

03/27/2006

CBOT

Rule Numbers – 3413.01
Clarify the expiration provisions for Soybean Board Crush Spread Options

03/24/2006

03/24/2006

CBOT

Early listing of March 2008 Corn and mini-sized Corn futures

03/23/2006

03/24/2006

CME

CME Issued a Regulatory Advisory regarding CME Globex trading rules and requirements.

03/23/2006

03/23/2006

CBOT

Early listing of September 2007 Wheat and mini-sized Wheat futures.

03/22/2006

03/23/2006

CME

CME Rulebook Chapters Seven and Eight, the Definitions Section and conforming changes to CME Rules 290, 5108, 51A03, 51A33, 5208, 52A03, 52A33, 52B03, 5408, 54A03, 5508, 55A03, 55A33, 5608, 10105, 101A03, 101A33, 1208, 102A03, 102A33, 15108, 151A03, 151A33, 15208, 152A03, 152A33, 20108, 201A03, 201A33, 20208, 20408, 20508, 20608, 25103, 251A04, 25203, 252A04, 25303, 253A04, 25403, 254A04, 25503, 255A04, 25603, 256A04, 25703, 257A04, 25803, 258A04, 25903, 259A04, 26003, 260A04, 26103, 261A04, 26203, 26303, 26403, 26503, 26603, 266A04, 26703, 267A04, 26803, 268A04, 30103, 301A04, 30203, 30303, 303A04, 30403, 304A04, 30503, 30603, 30703, 30803, 30903, 31003, 31103, 31203, 31303, 31403, 31503, 315A04, 31603, 316A04, 31703, 317A04, 35104, 351A03, 351A33, 35204, 352A03, 352A33, 352B04, 35304, 353A03, 353A33, 35404, 354A03, 354A33, 35504, 355A03, 355A33, 355B04, 355C03, 355C33, 35604, 356A03, 356A33, 356B04, 356C03, 356C33, 35704, 357A03, 357A33, 35804, 358A03, 35904, 359A03, 36004, 36104, 361A03, 36204, 36405, 36504, 36604, 36705, 36804, 36905, 37104, 37205, 37505, 37605, 37704, 40104, 401A03, 40304, 403A03, 40403, 404A04, 40504, 405A03, 40604, 406A03, 40704, 40804, 408A03, 40904, 4104, 41104, 411A03, 41204, 412A03, 41304, 41404, 41604, 416A03, 41704, 417A03, 45106, 451A03, 45206, 452A03, 452B06, 45306, 453A03, 45406, 45706, 45806, 45906, 50107, 501A03, 50206, 50306, 50404, 50504 and 71005.
As part of an ongoing effort to streamline and consolidate or eliminate rules where appropriate in CME's Rulebook, a number of changes were made to Chapters Seven and Eight, the Definitions section and to the rules listed above.

03/22/2006

03/23/2006

CME

CME Rule 300.E
A minor amendment to Rule 300.E was made to reflect the Exchange Committees do not make findings with respect to fines for violations of Rules 513 ("Conduct, Apparel and Badges"), 515 ("Registration and Identification of Broker Associations") and 536 ("Recordkeeping Requirements for Pit, GLOBEX, and Negotiated Trades").

03/22/2006

03/23/2006

CME

CME issued a Regulatory Advisory regarding updated requirements for workstation operator identifiers on CME Globex® orders entered through CME iLink® Connections.

03/21/2006

03/22/2006

HEDGESTREET

Amendment to HedgeStreet Rule 2.3(a) in order to increase the number of members elected to HedgeStreet's Board of Directors from five to seven board members.

03/21/2006

03/22/2006

HEDGESTEET

Notification of Change of Ownership.

03/17/2006

03/20/2006

CME

Technical amendment to the E-Mini MISCI EAFE Futures and options on futures contract. Change in Chapter number from 364, 364A to 373, 373A.

03/17/2006

03/17/2006

CME

Eligibility of LIBOR and Euroyen Futures for Substitution of Futures for Forwards rules.

03/17/2006

03/17/2006

CBOT

Certificate of Incorporation
Eliminate the requirement that approval by member vote be obtained prior to the Exchange's offering of agricultural contracts for electronic trading between the hours of 6:00 a.m. and 6:00 p.m.

03/17/2006

03/17/2006

CBOT

Rule Number 9B.02
Eliminate the requirement that approval by member vote be obtained prior to the Exchange's offering of agricultural contracts for electronic trading between the hours of 6:00 a.m. and 6:00 p.m.

03/17/2006

03/17/200

CME

Launch Date for Substitution of Futures for Forwards (SUBs) facility. Suspension of weekly matching of Daily Expiring Eurodollar FRA pursuant to GLOBEX Switch Matching Algorithm.

03/17/2006

03/17/2006

CME

Chapter 452 Clarification of Settlement Dates on Cleared-only Eurodollar Futures.

03/16/2006

03/16/2006

ONECHICAGO

Rule Numbers 132, 139, 140, 141, 142, 143, 144, 145, 147, 161, 203, 207, 208, 209, 210, 212, and 305.
Amend governance rules and other related to rules to conform with amendments to OneChicago's Operating Agreement.

03/15/2006

03/15/2006<</td>

CME

Rule Number 101A01.E
Additional listing for 1-cent strikes in Live Cattle Options.

03/14/2006

03/15/20006

ONECHICAGO

Notification of Change of Ownership.

03/14/2006

03/14/20006

CBOT

Rule Numbers – Appendix 4A
Establish an Exchange fee for non-member transactions in CBOT Dow Jones Industrial Average Index ($25 multiplier) Futures.

03/14/2006

03/14/2006

CBOT

Modify procedures for determining the daily settlement prices for all CBOT Dow Jones Industrial Average Index Futures.

03/14/2006

03/14/2006

CBOT

Rule Numbers – Appendix 9B-3
Codify e-cbot no-bust ranges for CBOT Dow Jones Industrial Average Index ($25 Multiplier) Futures.

03/13/2006

03/13/2006

NYMEX

Rule Numbers – NYMEX Rule 9.21
The amendments impose transfer restrictions on common stock in NYMEX Holdings, Inc. held by Exchange Clearing Members.

03/10/2006

03/13/2006

CBOT

Establish Electronic Market Maker Program for CBOT Dow Jones Industrial Average Index ($25 Multiplier) futures.

03/10/2006

03/13/2006

CBOT

Rule Numbers – Appendices 9B-3
Establish no-bust range for 100 oz. Gold options and 5,000 oz. Silver options.

03/10/2006

03/10/2006

NYBOT

Rule Numbers – Amendments to Rule 407
Amendments change the trading hours for Pulp Futures and Option Contracts.

03/10/2006

03/10/2006

NYMEX

Rule Numbers – NYMEX Division Rules 403.05 and 404.5
Notification of Amendments to Price Tick Rules for NYMEX minNY Unleaded Gasoline and Heating Oil Futures Contracts.

03/10/2006

03/10/2006

NYMEX

Rule Numbers – NYMEX Division Rule 9.03
Effective May 1, 2006, Rule 9.03, the amendments include: 1) a minimum fund balance will be set at $200 million; 2) contributions to the fund will be calculated using a hybrid formula of Risk (85%) and volume (15%); 3) a minimum contribution of $2 million will be required of each Clearing Member; 4) a surcharge will be added to Clearing Members granted position limit exemptions; and 5) acceptable deposits will now include shares of approved money market mutual funds.

03/10/2006

03/10/2006

NYMEX

Notification of Amendments to NYMEX Division Rule 9.20 for Position Limits.

03/09/2006

03/09/2006

CME

Certification of E-Mini MSCI EAFE futures launch date.

03/08/2006

03/08/2006

CBOT

Temporarily terminate trading authorization in June and August 2006 CBOT Dow-AIG Commodity Index futures.

03/07/2006

03/07/2006

CME

Rule Numbers - 351A01.C., 355C01.C., 356C01.C., and 358A01.C.
Change to the variable tick threshold level for the S&P 500, S&P 500 Growth, S&P 500 Value, and the E-Mini S&P 500 options on futures contracts.

03/07/2006

03/07/2006

CME

Interpretation to Rule 580
Applying LMM allocation algorithm to E-mini Russell 1000 futures.

03/03/2006

03/06/2006

NYMEX

Rule 6.21E
The attached rule amendment to NYMEX Rule 6.21E allows for a spread price of up to two cents wide for Exchange of futures for Mini (EFM) Transactions in the NYMEX miNY™ Natural Gas futures contract.

03/03/2006

03/03/2006

CME

Rules 35702.C., 35902.C.
Reduction in the tick size for NASDAQ 100 and E-Mini NASDAQ 100 futures contracts.

03/02/2006

03/02/2006

NYMEX

Rule Numbers – COMEX Division Rule 104.47(b)
In accordance with procedures described in Exchange Rule 104.47(b), the Control Committee has determined to increase the Copper Futures spot month position limit from its present level of 250 contracts to 400 contracts effective the close of business Friday, March 3, 2006.

03/02/2006

03/02/2006

NYMEX

Rule Numbers – NYMEX Division Rules 11.01, 11.02, 11.03, 11.04, 11.08
Effective March 3, 2006, the amendments conform NYMEX ACCESS® Rules related to FIX Connectivity to those rules that were put into effect for NYMEX ClearPort® Trading. Further, the amendments to Rule 11.03 remove the requirement that the placement of orders into NYMEX ACCESS® be restricted to being placed by Members.

03/02/2006

03/02/2006

NYMEX

Rule Numbers – NYMEX Division Rules 9.26, 9.27, and 9.34
Effective for Monday, March 6, 2006, these amendments include the addition of position limits, accountability levels, and reporting levels for ten new European Energy Futures contracts.

03/02/2006

03/02/2006

NYMEX

Rule Numbers – NYMEX Division Rule 11.63
Effective March 6, 2006, which begins with the session on Sunday evening, March 5, 2006, the amendments include generally expanding the “No Bust Ranges (NBR)” incorporating the ability to double the NBRs with notice to the market, increasing penalties for busted or cancelled trades, and trade “adjusting” an execution which is outside of the NBR to the limits of the NBR when it is part of an implied execution.

03/01/2006

03/01/2006

CME

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