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.