Date of Letter

Date Filed

DCM

Description

09/29/2003

09/29/2003

NQLX

Imposition of a fee for members filing late financial statements

09/29/2003

09/29/2003

CANYCE

Delisting of FCOJ-1 Futures and Options Contracts

09/24/2003

09/24/2003

CME

Rule Numbers 40301. Commodity Specifications and 40501. Commodity Specifications
40301. Commodity Specifications. Addition of reporting station identification numbers and of 5 new cities. 40501. Commodity Specifications. Addition of reporting station identification numbers and of 7 new cities

09/22/2003

09/22/2003

CBOT

Rule Numbers 331.03
Reduce the quantity thresholds for “All-or-None” transactions in Municipal Note Index futures

09/22/2003

09/22/2003

CBOT

Rule Numbers 230.02, 285.05
Update and modify CBOT financial filing requirements with respect to non-FCM member firms and sole proprietor clearing members

09/22/2003

09/22/2003

CBOT

Rule Numbers 1181.01, 1185.01, 1291.01, 3704.01, Appendices 4E and 37D and new Appendices “Letter of Credit Standards” and Bond Standards”
For regular firms, amend bonding requirements to include the option of submitting a letter of credit in lieu of a bond; establish standards for acceptable letters of credit and bonds; standardize the frequency of required financial filings; and codify the definition of “current assets” when computing working capital

09/22/2003

09/22/2003

CBOT

Extend, through March 31, 2004, temporary trading privileges in 30-Day Fed Fund futures/options spreads to COM Membership Interest holders

09/22/2003

09/22/2003

CBOT

Extend, through March 31, 2004, temporary trading privileges in 30-Day Fed Fund Options to IDEM Membership Interest holders

09/22/2003

09/22/2003

CBOT

Extend from October 1 through December 31, 2003 the one-for-one member trade transaction fee waiver

09/18/2003

09/22/2003

CME

Rule Numbers 403A01.E Exercise Prices
403A01.E Exercise Prices. Remove the separate exercise price requirements for HDD and CDD contracts and consolidates them into one

09/11/2003

09/17/2003

CSCE

Rule Numbers – Adoption of Sugar No. 14 Resolution No. 3 Use of Valid Sugar Re-Export Licenses
Resolution permitting the delivery of sugar imported into the United States under a Re-Export License

09/09/2003

09/09/2003

CME

Rule numbers Interpretations and Special Notices Relating to Chapter 5 – CME GLOBEX ERROR TRADE POLICY-G. Busting Trades After System Freeze
CME is updating the GLOBEX Error Tick Range List to remove the CME QBI, add Swaps, TIIE and CETES, and change the range for LIBOR and T-Bills.

09/05/2003

09/08/2003

CME

Rule Numbers 403A01.E. Exercise Prices
403A01.Exercise Prices. Decrease the strike range for HDD options from a 250-point range to a 100-point range for the first two contract months.

09/05/2003

09/08/2003

CME

CME is revising its minimum capital requirements for clearing members.

09/05/2003

09/08/2003

CME

Rule 903, Risk Management
Rule 904, Disaster Recovery and Business Continuity
New rules for risk management and disaster recovery requirements for clearing member firms.

09/05/2003

09/08/2003

CBOT

Early listing of January, March, and May 2005 Soybean Oil futures and March and May 2005 Soybean futures.

09/04/2003

09/04/2003

CME

Rule 580, GLOBEX TRADE ALGORITHMS
CME is adopting “stop logic” amendments intended to mitigate the possibility of “cascading price movements as a result of the execution of a series of stop loss orders

09/04/2003

09/04/2003

CME

No rule revisions needed to delist all CME QBI futures (Chapter 402) & options (Chapter 402A) contract months.

09/04/2003

09/04/2003

CME

Rule 25101.C. Price Increments (BP Futures)
Rule251A01.C. Price Increments (BP Options)
Interpretations to Chapter 5-CME GLOBEX ERROR TRADE POLICY-G
Reducing the British pound futures and options minimum price increment from $0.0002 per British pound (=$12.50 per tick) to $0.0001 per British pound (=$6.25 per tick). Also, a language clarification to the GLOBEX®error trade policy to specify the GLOBEX British pound futures no bust range at 30 ticks rather than 15 ticks. Thus, no change in the plus or minus $0.0030 per BP no bust range.

09/04/2003

09/04/2003

CME

Rule numbers Chapters 403, 403A, 405, 405A
403A01.E Exercise Prices. Increases the strike interval for HDD options from 10 to 50 in a 250-point range for all listed contract months and applies to a 10-point interval in a 100-point range for the front 2 months. All other changes are non-substantive in nature.

09/02/2003

09/02/2003

CBOT

Rule numbers 450.02D - Allow “category (3)” member firms to designate up to 5 entities as its member firm affiliates