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Date of Letter
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Date Filed
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DCM
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Description
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10/29/2004
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11/01/2004
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NYMEX
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Listing of Additional Strike prices for the Gold, Crude Oil, Heating Oil, Gasoline Crack, Natural Gas and Related Calendar Spread Option Contracts.
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10/29/2004
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10/29/2004
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NYMEX
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NYMEX Division Rules 9.26, 9.27 and 9.34
The amendments include the addition of position limits, accountability levels and reportable levels for the Eastern Rail CXS Coal Swap, Western Rail PRB Coal Swap, and the ISO New England Internal Hub Peak LMP Swap, effective October 31, 2004 for trade date November 1, 2004.
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10/29/2004
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10/29/2004
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EUREXUS
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Amendment to Eurex US Rules 406, 415-418, and 503
The attached documents detail amendments made to Eurex US Rules. The cross-trade procedure (Rule 406) was amended to clarify that a new RFQ or order must be input and the parties must wait the required time prior to executing a cross-trade for the amount remaining after the original RFQ or order results in a partial fill. OTC Trade processes were changed in two ways. First, OTC trades may be reported and confirmed through telephonic means. Secondly, a new trade validation matrix has been instituted which will help the Exchange to establish theoretical prices when validating OTC prices under Eurex US Rules, especially in illiquid markets. Finally, minor changes were made to Rule 503 to clarify that all transactions must be effected pursuant to a clearing authorization.
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10/28/2004
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11/03/2004
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CME
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Changes to the list of warehouse facilities eligible for delivery on CME Butter futures contracts for the period from December 1, 2004 through December 31, 2005.
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10/28/2004
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CME
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Changes to previous list of approved delivery facilities: slaughter plants and warehouses.
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10/28/2004
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10/29/2004
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CME
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Rule 588, Rule 618 and CME Globex Error Trade Policy
CME's Globex Error Trade Policy was deleted and replaced with new CME Rule 588 (Globex® Trade Cancellations). New CME Rule 618 implements the arbitration procedure associated with the Globex Trade Cancellations Rule.
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10/28/2004
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10/29/2004
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CME
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Composition of CME X-Fund Index Futures contracts.
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10/26/2004
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10/26/2004
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HEDGESTREET
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HedgeStreet Monthly Survey Program
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10/26/2004
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10/26/2004
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CME
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Interpretation of Rule 135.A. Regarding Allowable Spreads for GEM Members to add spreads between the Russell 1000 and the E-Mini S&P 500 to the list of allowable spreads for GEM members.
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10/26/2004
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10/26/2004
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NYMEX
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Listing of Additional Strike Prices for the Gold, Copper, Crude Oil, Heating Oil, Natural Gas and Related Calendar Spread Option Contracts.
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10/25/2004
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10/25/2004
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NYMEX
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Notification of NYMEX 2005 Holiday Schedule
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10/25/2004
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10/25/2004
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NYMEX
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Rule Numbers – NYMEX Division Rule 6.21A
The amendment to NYMEX Rule 6.21A, Exchange of Futures for, or in Connection With, Swap Transactions, changes the rule from pilot program to permanent status.
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10/25/2004
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10/25/2004
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NYMEX
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Rule Numbers – COMEX Division Rule 4.89
The amendments pertain to the integration of Staff participation on the Settlement Committees for silver, gold, copper and aluminum options on a pilot basis, to be rolled-out respectively.
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10/20/2004
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10/20/2004
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NYMEX
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Listing of Additional Strike Prices for the Gold, Silver, Copper, Crude Oil, Heating Oil, Natural Gas, Gasoline Crack and Related Calendar Spread Option Contracts.
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10/20/2004
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10/20/2004
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CBOT
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Rule Numbers – 465.02
Update CBOT regulation to bring it into conformity with Commission Regulation 1.46.
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10/20/2004
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10/20/2004
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CBOT
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Terminate trading in mini-sized U.S. Treasury Bond, mini-sized U.S. Treasury Note and mini-sized Eurodollar futures months which have no open interest.
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10/19/2004
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10/19/2004
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NYMEX
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Rule Numbers – NYMEX Division Rules 9.26, 9.27 and 9.34
The amendments include the addition of position limits, accountability levels and reportable levels for the Henry Hub Natural Gas Penultimate Swap futures contract.
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10/19/2004
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10/19/2004
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CME
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Rule Numbers – 452A01.C Minimum Fluctuations-Options on Three-Month Eurodollar Futures
Half-tick Trading on Eurodollar Options across the board – except for options on quarter-tick eligible futures.
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10/18/2004
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10/18/2004
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NYMEX
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Notification of change of trading venue – PJM Calendar-Monthly LMP Swap Futures and Options Contracts Exclusively on NYMEX ClearPort system.
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10/15/2004
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10/15/2004
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PBOT
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Fee Schedule amendments waiving certain transaction charges and floor brokerage assessments through December 31, 2004 and eliminating charge with respect to exchanges of futures for physical trades.
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10/14/2004
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10/14/2004
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CME
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Certification of Amendment to Option on Stock Index Futures Exercise Procedures. Withdrawal of submission that amended rules to alter options on stock index futures contracts from American style to European style. The Exchange intends to recertify its amendments described in the previous submission pending clarification of attendant regulatory issues.
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10/14/2004
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10/14/2004
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CME
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Composition of CME X-Fund Index Futures Contracts
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10/14/2004
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10/14/2004
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NYBOT
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NYBOT Holiday Schedule
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10/13/2004
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10/13/2004
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NYMEX
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Rule Numbers – NYMEX Division Rules 6.51 and 6.52
The amendments include the addition of staff participation on the Crude Oil Futures Settlement Committee (Rule 6.51), and the status of Rule 6.52, which specifies the settlement procedures for Crude Oil, Heating Oil, Unleaded Gasoline and Coal Futures contracts, is being changed from pilot program to permanent status.
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10/12/2004
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10/13/2004
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NQLX
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Certification of Notice to Members related to Securities Futures Open Interest Transfer.
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10/12/2004
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10/12/2004
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NYMEX
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Listing of Additional Strike Prices for the Gold, Copper, Crude Oil, Heating Oil and Natural Gas Option Contracts.
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10/12/2004
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10/12/2004
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CME
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Fixed listing cycle of twenty-four contract months for Class III Milk Futures and Options.
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10/11/2004
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10/12/2004
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MGEX
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Rule Numbers - Rules 7405, 7605 and 7805, Regulations 2011, 2011.01., 2011.02., 2014, 2015, 2016.01., 2060, 2061 and 2067, and Resolutions 1402 an 2101.00.C.
The amendments are necessary to implement trading of MGEX contracts on e-cbot® powered by LIFFE CONNECT®. The changes will modify trading hours, eliminate references to morning or afternoon trading sessions, modify settlement procedures, modify the official closing period, define the relationship between contracts traded by open outcry and electronically, and amend cabinet trade capabilities.
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10/08/2004
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NQLX
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Regulatory Bulletin for Proper Use of Customer Type Indicator Codes
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10/07/2004
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10/08/2004
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NYMEX
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Listing of Additional Strike Prices for the Gold, Silver, Copper, Crude Oil, Heating Oil and Natural Gas Option Contracts.
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10/07/2004
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10/07/2004
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CME
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Rule Numbers 358A01.C., 351A01.C., 355A01.C., 356A01.C., 557.B.
Customer demand necessitates an amendment to the E-Mini S&P 500 tick size on options. In order to remain consistent, the standard sized S&P 500, the S&P 500 Growth, and the S&P 500 Value option contracts have also been slightly amended. In addition, a GLOBEX order entry quantity limit will be imposed on E-Mini S&P 500 options.
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10/07/2004
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10/07/2004
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CBOT
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Regulation 425.01
Increase speculative position limits for CBOT 5,000 oz. Silver and 100 oz. Gold futures.
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10/04/2004
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10/05/2004
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CBOT
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CBOT Regulations 1504.01, 1536.01; Appendices 14A, 14B, 15A, 15B
Modify "Unit of Trading" and "Standards" regulations for CBOT 100 oz. Gold futures and specify the deliverable brands, approved vaults and assayers for CBOT 5,000 oz. Silver and 100 oz. Gold futures.
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10/01/2004
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10/04/2004
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NYMEX
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Listing of Additional Strike Prices for the Gold, Silver, Copper, Crude Oil, Heating Oil, Crack Gasoline and Natural Gas Option Contracts.
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