Industry Filings

May 2004 Filings by Designated Contract Markets (DCMs)

Date of Letter

Date Filed

DCM

Description

05/28/2004

06/01/2004

CBOT

Revisions to Floor Efficiency Performance Standards

05/27/2004

05/28/2004

EUREXUS

Eurex US Rules 416(h) and 417(i)

05/27/2004

05/28/2004

NYMEX

Listing contract months through December 2007 in the Houston Ship Channel Basis Swap futures contract.

05/27/2004

05/28/2004

NYMEX

NYMEX Division Rules 6.90, 6.07(a) and (D), 6.08(A)(2), (D), 6.08B(C), 6.10(F), 6.12(C), 6.17(C), (F)(1), (F)(3), 6.18(B)(ii), 6.40(C), 6.42(A), 6.51(D), 6.57(E) and 6.57(F).
These amendments pertain to the NYMEX pilot program in the PJM ring to test handheld electronic trading pads scheduled to begin June 1, 2004.

05/27/2004

05/27/2004

NYMEX

Listing of Additional Strike Prices for the Gold, Silver, Crude Oil, Heating Oil, Natural Gas and Related Calendar Spread Option Contracts.

05/26/2004

05/27/2004

NYMEX

Amending the NYMEX ACCESS Trading hours for the following futures contracts: Gold, Silver, Copper, Aluminum, Platinum, Palladium, and Propane.

05/24/2004

 

CBOT

Rule Numbers – 1081.01(3)
Allow warehouse receipts to be used as collateral for Corn and Soybean Shipping Certificates

05/21/2004

05/21/2004

NYMEX

Listing of Additional Strike Prices for the Gold, heating Oil, Unleaded Gasoline, Natural Gas, Crude Oil and Related Calendar Spread Option Contracts.

05/21/2004

05/21/2004

CBOT

Rule Numbers - 450.04
Changes to the adjustment periods for overpayment and underpayment of Exchange fees.

05/21/2004

05/21/2004

CBOT

Rule Numbers - Appendix 4A
Amendments to the Exchange Transaction Fee Schedule for Category (2c) member firms and member firm affiliates

05/21/2004

05/21/2004

CBOT

Rule Numbers - 202.01A
Provides for "investor only" membership application process.

05/21/2004

05/21/2004

CBOT

Rule Numbers - ml1402.01, ml1403.01, ml1406.01, ml1410.01, ml1443.01, ml1502.01, ml1503.01, ml1506.01, ml1510.01, ml1543.01
Reclassify CBOT mini-sized Gold and mini-sized Silver futures as primary markets.

05/19/2004

05/20/2004

CBOT

Rule Numbers - Appendix 9B-3
Expand the no-bust ranges for specific CBOT financial, stock index and metals futures.

05/17/2004

05/17/2004

NYMEX

Listing of Additional Strike Prices for the Gold, Silver, Unleaded Gasoline, Natural Gas, Heating Oil and Crude Oil Option Contracts

05/14/2004

05/17/2004

CBOT

Establish Electronic Market Maker Program for WI- 2 Year U.S. Treasury Note futures

05/13/2004

05/14/2004

CBOT

Rule Numbers – Appendix 9B-3
Add e-cbot no-bust range for CBOT When Issued 2 Year U.S. Treasury Note futures

05/13/2004

05/13/2004

CME

Rule Numbers - 405A01.E. Exercise Prices
Increase option strike range for Options on CME Seasonal Degree Days Index Futures from 1000 points to 1200.

05/12/2004

05/12/2004

NYMEX

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

05/11/2004

05/11/2004

CFE

Rule Numbers - 515
Rule 515 is amended to set forth the specific percentage of the equity or profits or losses of a Designated Primary Market-Maker the transfer of which would require the approval of CFE.

05/11/2004

05/11/2004

CFE

Rule Numbers - 415
This filings amends CFE's Block Trade rule.

05/11/2004

05/11/2004

CFE

Rule Numbers - 516
Rule 516 is amended to make it consistent with CFTC regulations.

05/11/2004

05/11/2004

CFE

Rule Numbers - 302 and 417 
The rule filing makes technical changes to Rules 302 and 417.

05/11/2004

05/11/2004

CME

Rule Numbers - Changes to CME Chapter 45201.E. - Exercise Prices for Options on Three-Month EurodollarIncrease the exercise price range for Eurodollar option to 5.50 IMM Index point above and below the exercise price that is nearest the futures price.

05/11/2004

05/11/2004

CME

CME Rule 443.B.
A non-substantive amendment was made to Rule 443.B. to correct an inadvertent omission.

05/07/2004

05/07/2004

CME

Rule Numbers - Rule 582.
GLOBEX Switch Trade Matching Algorithm Rule Certification for a new electronic trade matching algorithm.

05/07/2004

05/07/2004

CME

Amendments to Rule 37703.A. Final Settlement Price 
Modification of Rule 37703.A. governing the calculation of the final settlement price for the E-mini NASDAQ Composite Index futures contract.

05/06/2004

05/07/2004

NYMEX

Listing of Additional Strike Prices for the Gold, Copper, Unleaded Gasoline, Heating Oil and Natural Gas Option Contracts

05/06/2004

05/06/2004

NYMEX

NYMEX Division Rule 200.12, NYMEX Light Sweet Crude Oil Futures Contract, Grade and Quality Specifications
The amendments change the discount from par value for deliveries of Oseberg Crude Oil under the Light Sweet Crude Oil Futures contract to 55 cents per barrel from 30 cents per barrel effective Monday, April 26, 2004, and clarifying language was integrated relating to all streams subject to premium or discount.

05/06/2004

05/06/2004

CSCE

CSCE Membership Rules 1.43
Clarification that New Product Traders of new Ethanol contract are limited to persons holding Cotton/OJ Option Trading Permit on New York Cotton Exchange, and only with respect to Ethanol Options.

05/06/2004

05/07/2004

CME

CME Rule 40402.A. - Physical Delivery; Interpretations and Notices Relating to CME Chapter 404 -CME$Index Futures
The rule changes effectively separate the index maintenance function from contract rules for CME$Index futures. Current component currency weights will no longer be shown in the rules.

05/06/2004

05/06/2004

CME

CME makes three changes to the GLOBEX trading hours: 1) new Sunday opening time of 5:00p.m., 2) new schedule for holidays eliminating a GLOBEX trading break between 10:30 a.m. and 5:30 p.m. and 3) synchronizing interest rate & foreign exchange options trade dates with underlying futures trade dates.

05/06/2004

05/06/2004

CME

Changes to CME Chapter 7 - Delivery Facilities and Procedures - General - Non-CLS (Legacy) Currency Deliveries including re-lettered Rule 731.C. to D., new Rule 731.C. and amended Rules 732.A. and B. Also, changes to Interpretation to Rule 813 regarding currency and currency cross-rate contracts.
New Rule 731.C. provides for buy side only orders to pay for Euro versus Polish zloty, Hungarian forint and Czech koruna futures contract physical deliveries. Revised Interpretation to Rule 813 allows CME staff to reference GLOBEX prices, cash market participant input and quote vendor prices to aid in determining daily settlement prices for all CME currency futures contracts not having a liquid market at the close.

05/06/2004

05/06/2004

CME

CME Chapter 352, Nikkei Stock Average Futures; Chapter 352A, Options on Nikkei Stock Average Futures; Chapter 352B, Yen Denominated Nikkei Stock Average Futures; and Chapter 352C, Options on Yen Denominated Nikkei Stock AverageFutures
Clarification on the Nikkei Stock Average with respect to position limits

05/05/2004

05/06/2004

CSCE

CSCE Floor Trading Rule 3.04
Revision of trading hours for Ethanol to avoid confusion in the Sugar ring among Sugar 11, Sugar 14 and Ethanol contracts.

05/05/2004

05/05/2004

CSCE

Rule Numbers – Membership Rules 1.42 and 1.43; Ethanol Rule 18.00(b), footnote 1.
Identification of Ethanol as a contract which Nybot members, who are not CSCE members, may trade; revising footnote giving attribution to ASTM Standards used with permission.

05/05/2004

05/05/2004

CME

Rule Numbers – Rule 300.C. Rule400
Rule 300.C. was charged to correct a grammatical error. Rule 400 was amended to correct an inadvertent omission.

05/05/2004

05/05/2004

NYMEX

Listing of Additional Strike Prices for the Gold, Silver, Unleaded Gasoline, Natural Gas, Crude Oil, Unleaded Gasoline Crack Option and Related Calendar Spread Option Contracts