Product

ZG

10 cents

Reference

100 oz. N/A
Gold price
plus/minus
40 ticks
mini- YG 10 cents $4.00 40 ticks Reference $4.00 N/A $4.00 N/A
sized price
Gold plus/minus
40 ticks
5,000 oz. ZI 1/10 cent 8 cents 80 ticks Reference 8 cents N/A 8 cents N/A
Silver price
plus/minus
80 ticks
mini- Yl 1/10 cent 8 cents 80 ticks Reference 8 cents N/A 8 cents N/A
sized price
Silver plus/minus
80 ticks
Ethanol ZE 1/10 cent 8 cents 80 ticks Reference 8 cents 4 cents 4 cents 30
price cents
plus/minus
40 ticks
Corn ZC Ya cent 10 cents 40 ticks Reference 10 cents Scents | 2% cents 20
price cents
plus/minus
20 ticks
Corn OZC 1/8 cent N/A N/A 1 tick below 24 cents 2% cents | 2’ cents 20
Options bid/1 tick cents
above offer
Wheat ZW cent 10 cents 40 ticks Reference 10 cents Scents | 2% cents 30
price cents
plus/minus
20 ticks
Wheat OZW 1/8 cent N/A N/A | tick below 2% cents 2'4 cents | 2’ cents 30
Options bid/I tick cents
above offer
Oat ZO % cent 10 cents 40 ticks Reference 10 cents 10 cents 10 cents 20
price cents
plus/minus
AO ticks
Oat OZO 1/8 cent N/A N/A 1 tick below 2% cents 2% cents | 2% cents 20
Options bid/I tick cents
above offer
Rough ZR ‘cent 20 cents 40 ticks Reference 20 cents 20 cents | 20 cents 50
Rice price cents
plus/minus

40 ticks



During non side-by-side trading hours, e~cbetMarket Operations shall, unless impracticable, make
its

determination within 15 minutes of the broadcast message regarding the asserted error
trade. —The decisions of e-cbetMarket Operations shall be final, and e-cbetMarket
Operations shall send a broadcast message and an alert to the quote vendor network
indicating whether the trade was busted, re-priced or allowed to stand.

B. In making its determination, e-cboetMarket Operations may consider relevant factors
including, but not limited to: —market conditions immediately before and after the
transaction; the prices of related contracts; whether one or more parties to the trade
believe the trade was executed at a valid price; the extent to which the transaction
appeared to trigger contingency orders and other trades; information related to the-e-
ebetMarket Operations by third parties.

6.———_Procedures for Correcting Error Trades

In the event a trade is busted_or repriced, the parties to the transaction must reverse the
transaction through applicable clearing house procedures. -e-cbetMarket Operations will notify
OIA regarding any situation where a party fails to claim or misclear trades in a timely manner.
Such failure may be deemed a violation of Rule 504.00, Acts Detrimental to the Welfare of the
Exchange.

Under no circumstances shall the parties to an asserted error trade be permitted to reverse the
error by entering into a prearranged transaction.

If the asserted error trade is determined not to be an actual error trade, the parties to the trade
are permitted to mutually agree upon a cash adjustment or to arbitrate the matter. Any cash
adjustment must be reported to e-cbotMarket Operations.

7. Spreads

Because of the autoleg feature of the e-cbot system, spreads may be executed such that one leg
of the spread is determined to be an error trade and the other leg is deemed to have been
executed at a good price. -In such circumstances, the party who enters an outright order that
causes an error trade on an autolegged spread will be deemed to be the counterparty to the good
leg of the spread (see Appendix 9B-4). -The parties to the transactions will reverse and claim the
transactions as indicated through the applicable clearing house procedures.

8. Determination of Option Error Trades

If an option trade is asserted to be at a price that is in error, the trade shall not be considered for
review by e-cbetMarket Operations unless the price of the asserted error trade conforms to the
following guidelines:

7. Determination of Option Error Trad:



During non side-by-side hours, the reference price will be the last trade price preceding the entry of the
asserted error trade or an alternatively determined fair value for the contract. Fair value for futures
contracts may be determined by the last trade price, preceding settlement price, spread relationships
and/or other variables deemed relevant by Market Operations.

Identifying an Error Trade in the Agricultural Futures Complex

Market Operations will identify error trades by determining that the price of the futures trade is greater
than the designated number of ticks (‘No Adjust Range’ as outlined in Appendix 9B-3) from the relevant

reference price.

Determining an Adjustment for Agricultural Futures Complex Error Trades

All error trades in the agricultural futures complex will be resolved by adjusting the price of the error trade
based on the reference price and the “Price Adjustment Level” in Appendix 9B-3.

No trades shall be busted.

11. Arbitration Procedures

For CBOT arbitrations involving actual error trades or asserted error trades, a notice of intention to
arbitrate must be filed within ten business days after the date of the error trade.- The party thatwho
caused the error may be held responsible for realized losses incurred by parties as a result of the error.

9.12. Error Trade Fees

The Party responsible for the error must pay a $1,000 fee for each of the first two error trades, $3,000 for
the 3 error trade, and $5,000 for each subsequent error trade within a calendar year. 04/04/06



e@-ebotMarket Operations will determine the average bid or offer price based upon the size of the
error trade and the market depth.- The average price will be calculated by:

1. Determining the true average (weighted average) bid or offer price.

2. Rounding the true average to the nearest tick value, up for buy orders and down for
__ sell orders.


e-chotMarket Operations will identify potential error trades by one of two means:
4. Notification efby market participants within five minutes of the execution time of the
4+. _ asserted error trade.

2. Determination that the price of an option or option strategy is greater than the
designated number of ticks (as outlined in Table 1) from the-fair value.

Table 1:
Products Ranges-Petential ErrorsError Alert

Range

U.S. Treasury 3 ticks

30 Day Fed Funds 6 ticks

CBOT Dow & mini-sized 10 ticks

Dow

Commodity 6 ticks

Determining Average Bid and Offer

e-cebotMarket Operations will calculate a bid price or an offer price in order to determine whether
the potential error trade should be considered an error.- If the trade is determined to be an error
trade, e-cbetMarket Operations will also use the bid or offer price to determine the price
adjustment of the error trade.

e-ebotMarket Operations will determine the bid or the offer of an option or an option strategy by
using as many as four procedures:

e-cbot1. Market Operations will observe the bid and the offer prices prior to the potential
error occurring.

e-eboet2. Market Operations will submit RFQs using delta neutral strategies with futures
__ at the same level prior to the execution of the potential error.

e-cbet___3. Market Operations will attempt to contact at least three market makers that were
not
involved in the potential error trade in order to determine their bids and offers prior to

the potential error occurring.

4. During regular trading hours (which are defined as the hours of open auction), e-
sbotMarket

_ Operations may also obtain bid and offer prices from the open auction platform using

_ delta neutral strategies with futures at the same level prior to the execution of the

_ potential error.


Determining Reference Prices in the Metals Futures Complex

For sell/buy errors in the Metals Complex, e-cbetMarket Operations will identify the low/high for the
equivalent contract for the time period that the markets were disjointed and use that value as the
reference price.- If the trade is determined to be an error trade, e-cbetMarket Operations will also use the
reference price to determine the price adjustment of the error trade.

Identifying an Error Trade _in the Metals Futures Complex

e-ebotMarket Operations may determined that a metals futures trade is an error if the trade has been
executed at a price atleast more than $4 away from fairvalue-forthe relevant reference price for the Gold
Complex and at least-more than 8¢ away from fairvalue-the relevant reference price for the Silver
Complex.

Determining an Adjustment for Metals—Futures-Complex—Error Trades_in the Metals Futures
Complex

Metais-futures-All error trades in the Metals futures complex will be resolved via-aby adjusting the price
adjustment-based-onof the error trade in accordance with the following-prices:

Gold: $4 less than the determined reference price in the case of a sell error or $4 greater than the
determined reference price in the case of a buy error.

Silver: 8¢ less than the determined reference price in the case of a sell error or 8¢ greater than the
determined reference price in the case of a buy error.

Arbitration ProceduresNo trades shall be busted.

In-GBOT Arbitrations involving actual trad ried. trades—10. Determination of Error
Trades in the Agricultural Futures Complex

Market Operations will identify potential error trades in agricultural futures by one of two means:

1. Notification by market participants within five minutes of the execution time of the
asserted error trade;

2. Determination that the price of the futures trade is greater than the designated number
of ticks (‘No Adjust Range’ as outlined in Appendix 9B-3) from the reference price.

Determining Reference Prices in the Agricultural Futures Complex

During side-by-side hours, the reference price on a downside (upside) move will never be higher (lower)
than the low (high) of the pit traded price for an equivalent contract during the time period that the prices
of the contracts were disjointed. If the trade is determined to be an error trade, Market Operations, will
also use the reference price to determine the price adjustment of the error trade.



July 21, 2006

Ms. Eileen A. Donovan

Acting Secretary

Commodity Futures Trading Commission

Three Lafayette Center

1155 21* Street, N.W.

Washington, D.C. 20581
Reference File #2706.01
Rule Certification

Dear Ms. Donovan:

Pursuant to Commission Regulation 40.6(a), the Chicago Board of Trade (CBOT®) hereby
submits the following:

- Amendments to CBOT Rulebook Appendices 9B-2 and 9B-3 as indicated in the
attached texts.

Appendices 9B-2 and 9B-3 set forth the Exchange’s e-cbot® Error Trade Policy. This policy
addresses the disposition of erroneous transactions on the Exchange’s electronic trading
platform. The referenced amendments primarily concern CBOT agricultural futures in the
context of “side-by-side” (concurrent open auction and electronic) trading, as summarized
below:

If an agricultural futures transaction is asserted to be at a price that is in error, the trade shall not
be considered for review by Market Operations unless the price of the asserted error trade is
greater than the designated number of ticks (“No Adjust Range”) from the reference price as
indicated in revised Appendix 9B-3.

- During side-by-side hours, the reference price on a downside (upside) move will never be
higher (lower) than the low (high) of the pit traded price during the time period that the
prices of the e-cbot market and the open auction market were disjointed.

- During non side-by-side hours, the reference price will be the last trade price preceding
the entry of the asserted error trade or an alternatively determined fair value for the
contract.


CURRENT
APPENDIX 9B-3

TICK BREAKDOWN PER CBOT PRODUCT

Product : “ Dynainic Daily
: Increment of. | Price Limits: Price
“No Bu eee Limit
: i : Range ;
mini-sized Eurodollar % Basis Point 5 Points 10 ticks 5 points N/A
100 oz. Gold 10 cents $4.00 40 ticks $4.00 N/A
100 oz. Gold Options 10 cents N/A N/A $2.00 N/A
mini-sized Gold 10 cents $4.00 40 ticks $4.00 N/A
5,000 oz. Silver 1/10 cent 8 cents 80 ticks 8 cents N/A
5,000 0z. Silver Options 1/10 cent N/A N/A 4 cents N/A
mini-sized Silver 1/10 cent 8 cents 80 ticks 8 cents N/A
Ethanol 1/10 cent 4 cents 40 ticks 4 cents 15 cents
Corn Y% cent 10 cents 40 ticks 10 cents 20 cents
Corn Options 1/8 cent N/A N/A 2'4 cents 20 cents
Wheat Ya cent 10 cents 40 ticks 10 cents 30 cents
Wheat Options 1/8 cent N/A N/A 2% cents 30 cents
Oat Ya cent 10 cents 40 ticks 10 cents 20 cents
Oat Options 1/8 cent N/A N/A 2'4 cents 20 cents
Rough Rice ‘cent 20 cents 40 ticks 20 cents 50 cents
Rough Rice Options Yacent N/A N/A 5 cents 50 cents
South American Soybeans Y% cent 15 cents 60 cents 15 cents 50 cents
Soybeans Y% cent 20 cents 80 ticks 20 cents 50 cents
Soybean Options 1/8 cent WA NA 5 cents 50 cents
Soybean Meal 10 cents $8.00 80 ticks $8.00 $20
Soybean Meal Options Scents N/A N/A $2.00 $20
Soybean Oil 1/100 cents -80 cents 80 ticks -80 cents 2 cents
Soybean Oil Options 5/1000 cents N/A N/A -20 cents 2 cents



CURRENT
APPENDIX 9B-3

TICK BREAKDOWN PER CBOT PRODUCT

Product Symbol | Minimum:Tick “No Bust Tick Dynamic Daily
E ere ~- |) Range” increment of Price Price
i B Limits: Limit
U.S. T-Bond ZB 1/32 3 points 96 ticks 30/32nds N/A
U.S. T-Bond Options OZB 1/64 N/A N/A 20/64ths N/A
10 Yr. T-Note ZN (4y/32 3 points 192 ticks 15/32nds N/A
10 Yr. T-Note Options OZN 1/64 N/A N/A 20/64ths N/A
5 Yr. T-Note ZF (AY32 3 points 192 ticks 15/32nds N/A
5 Yr. T-Note Options OZF 1/64 N/A N/A 20/64ths N/A
2 Yr. T-Note ZT (A)/32 3 points 384 ticks 7.5/32nds N/A
2 Yr. T-Note Options OZT (Ay/64 N/A NA 10/64ths N/A
30-Day Fed Funds ZQ ' Basis Point 10 Points 20 ticks 10 points N/A
30-Day Fed Funds Options OZQ Y% Basis Point N/A N/A 5 points N/A
Binary Fed Funds Options BUS 1 point N/A N/A N/A N/A
10 Yr. Interest Rate Swaps SR 1/32 20/32nds 20 ticks 20/32nds N/A
10 Yr. Interest Rate Swaps OSR 1/64 N/A N/A 20/64ths N/A
Options
5 Yr. Interest Rate Swaps SA (AY/32 10/32nds 20 ticks 10/32nds N/A
5 Yr. Interest Rate Swaps OSA 1/64 N/A N/A 20/64ths N/A
Options
Dow AIG Commodity Index Al 0.1 Points 4 Points 40 ticks 4 points N/A
DJIA ($10) ZD 1 Point 250 Points 250 Points 40 points 10%, 20%
and 30%
Circuit
Breakers
DJIA Options OZD % Point N/A N/A 20 points 10%, 20%
and 30%
Circuit
Breakers
mini-sized Dow ($5) YM ] Point 250 Points 250 Points 40 points 10%, 20%
and 30%
Circuit
Breakers
mini-sized Dow Options OYM 1 Point N/A N/A 40 points 10%, 20%
and 30%
Circuit
Breakers
DJIA ($25) DD 1 Point 250 Points 250 Points 40 points 10%, 20%
and 30%
circuit
breakers



if the depth of the market in response to the first RFQ is less than the size of the order, e-cbot Operations
will submit a second RFQ for the size of the error trade. -e-cbetMarket Operations will calculate the
average bid or offer price based upon the size of the error trade.- If the depth of the response to the
second RFQ is less than the size of the trade, e-cbetMarket Operations will calculate an average bid or
offer based upon the depth of the market.

Identifying an Option Error Trade

e-cboetMarket Operations will consider an option trade an error if it determines one-ofHthe following:that:

1. The trade has been executed at a price at least two ticks below the determined bid
4+. _ price in the case of a sell error-, or

2.— The trade has been executed at a price at least two ticks above the determined offer

__ Price in the case of a buy error.

Determining an Adjustment for Option Error Trades

OptionAll option error trades will be resolved by price adjustment and may not be resolved through-a-by
busting ef the disputed transactions. They may-only be-+esolved-via-_a_price-adjustment based-on-theThe
adjusted price which4s-of an option error trade will be a price one tick less than the determined bid price
in the case of a sell error or one tick greater than the determined offer price in the case of a buy error.

8.9. Determination of Error Trades in the Metals Futures Complex

e-cbotMarket Operations will identify potential error trades by one of two means:

1.

__ asserted error trade.

Notification efby market participants within five minutes of the execution time of the

2. Determination that the price of the futures trade is greater than the designated number

_.Of ticks ("No BustAdjust Range”) as outlined in Fable-2Appendix_9B-3) from fairvalue-the
reference price.

Table2:

Products

400-02z-Gold Futures $4-{40-ticks)
ini-sized Gold E $4(404i

5,000-0z-Silver Futures 8 cents (80-ticks)

RIn-Sized-Silver- Fut 8-cents (80 -tick



Operations irrespective of whether the trade(s) falls within the “no bust range” established above.

3.

Trade Price Outside of the “No Bust” or “No Adjust” Range”

If the price of the asserted error trade is more than the specified number of ticks from the
reference price, e-cbetMarket Operations will send a broadcast message to the user community
indicating that the trade has been called into question. -If the asserted error trade is outside of the
specified tick range and involves only two parties, e-cbetMarket Operations will attempt to contact
the parties to the transaction. -If both parties agree to bust or re-price the transaction, e-
ebetMarket Operations shall send a broadcast message to the user community and an alert to the
quote vendor network indicating that the trade was busted or re-priced.

If there is more than one contra-party to the order asserted to have been executed in error, e-ebetMarket
Operations will gauge the erroneous transactions against the error trade range to determine the final status
of the trades.

4,_____e-cbot Market Operations Authority to Halt Markets

e-cbot

Market Operations shall have the authority to halt markets in any contract during extraordinary
circumstances where there has been a major market movement without any apparent economic
or fundamental basis for movement to have occurred.

5._—_———__Decisions of e-cbet Market Operations

A. e-cbotMarket Operations will review the circumstances surrounding an asserted error
trade to determine whether it should be deemed an error trade and whether it should be
busted or repriced. -If the trade is repriced to a !evel that is below a sell limit price or
above a buy limit price, the customer cannot reject the trade. -Similarly, if the trade is
repriced to a level that is higher/lower than the trigger price of the sell/buy stop order, the
customer cannot reject the trade. -The trade will be cleared at the repriced level and
allocated to the customer's account. -Parties to these transactions are permitted to make
cash adjustments to settle losses that occur as a result of an asserted error trade or an
actual error trade. -Should parties to a disputed transaction be unable to mutually resolve
financial disputes arising from such transactions, arbitration facilities are available
through the Exchange. -The Arbitration Committee may hold the party who entered the
order that resulted in an asserted error trade or an actual error trade financially

responsible for losses that occur as a result of the busted or repriced trade(s).

—trade certainty and the timely resolution of asserted error trades are critical
objectives of this policy. -Therefore, if parties to a disputed transaction do not agree to the
terms of resolution, e-cbotMarket Operations reserves the final authority to determine the
disposition of the questioned transaction.

During side-by-side trading hours, e-ebotMarket Operations shall, unless impracticable, make its
determination within 10 minutes of the broadcast message regarding the asserted error trade.


Product | Symbol] Minimum: |: > fe Price:
Tick Adjustment |»
Increment Leyel
Rough OZR ‘cent N/A N/A | tick below S cents 5 cents 50
Rice bid/I tick cents
Options above offer
South ZK % cent 20 cents 80 ticks Reference 20 cents 10 cents | 5 cents 50
American price cents
Soybeans plus/minus
40 ticks
Soybeans Zs % cent 10 cents 40 ticks Reference 20 cents 10 cents 5 cents 50
price cents
plus/minus
20 ticks
Soybean OZS 1/8 cent NIA N/A 1 tick below 5 cents 5 cents 5 cents 50
Options bid/I tick cents
above offer
Soybean ZM 10 cents $8.00 80 ticks Reference $8.00 $4.00 $2.00 $20
Meal price
plus/minus
40 ticks
Soybean OZM Scents N/A N/A 1 tick below $2.00 $2.00 $2.00 $20
Meal bid/1 tick
Options above offer
Soybean ZL 1/100 -80 cents 80 ticks Reference -80 cents 40 cents | .20 cents 2
Oil cents price cents
plus/minus
40 ticks
Soybean OZL 5/1000 N/A N/A 1 tick below .20 cents -20 cents | .20 cents 2
Oil cents bid/1 tick cents
Options above offer

Market Operations reserves the right to modify the dynamic price limits during periods of high volatility. Market
Operations will send a system message wherever dynamic price limits are modified.



Additions underlined, deletions struck through

APPENDIX 9B-2
e-cbot ERROR TRADE POLICY

The CBOT’s error trade policy is designed to preserve the integrity of CBOT product markets by
striking an appropriate balance between trade certainty and erroneous price discovery. -The
policy provides a mechanism to promptly address transactions that are executed at obviously
erroneous prices substantially inconsistent with the last trade price of the contract or alternative
determination of the contract's fair value. -This policy does not relieve market participants from
potential financial responsibility or liability for the execution of trades that are deemed or asserted
to be an “error trade” if their actions caused financial loss to other parties.

4.— Invoking the Error Trade Policy

If an e-cbot user believes that he executed a trade through e-cbot at a price that was in error, he
must contact e-cbot Market Operations ¢e-cbet("Market Operations”) at (312) 347-4600 without
delay. -If e-cbotMarket Operations is not notified within five minutes of the execution time of the
asserted error trade, the trade will stand. -A third party or e-cbotMarket Operations may also call
a trade into question within five minutes of the execution. -Trades called into question within five
minutes will be evaluated in accordance with sections 2 and 3 of this policy. -However, e-
ebetMarket Operations has the authority, but not the obligation, to consider trades reported after
the five minute deadline provided the trade price in question is grossly out of line (i.e. multiple
points) out-eHine-with the last trade price or alternatively determined fair value of the respective
contract.

Trades resulting from quantity errors generally will not be called into question.

2. Trade Price Within the “No Bust” or “No Adjust” Range”

If a futures transaction is asserted to be at a price that is in error, the trade shall not be
considered for review by e-cbetMarket Operations unless the price of the asserted error trade is
greater than the designated number of ticks (as outlined in Appendix 9B-3) from the reference
price. -The reference price will be the last trade price preceding the entry of the asserted error
trade or an alternatively determined fair value of for the contract. -Fair value for futures contracts
may be determined by the last trade price, preceding settlement price, spread relationships
and/or other variables deemed relevant by e-cbetMarket Operations. -However, during side-by-
side hours the reference price on a downside (upside) move will never be higher (lower) than the
low (high) of the pit traded price for an equivalent contract during the time period that the prices of
the contracts were disjointed. -During non-side-by-side hours, the reference price will never be
higher (lower) than the low (high) of an equivalently traded contract.

If e-cbetMarket Operations contacts a member user regarding a suspicious order and the user
states that the order is entered correctly, the order (if subsequently executed) may only be called
into question by a third party.

Trades that are executed outside of the daily price limits will be busted by e-cbotMarket


July 21, 2006
Ms. Eileen A. Donovan
Page Two

- Re-pricing of Error Trades — All error trades in agricultural futures will be resolved via
price adjustment and, consequently, no trades will be busted. The price of the error trade
will be adjusted to the reference price plus or minus the designated number of ticks
reflected in the “Price Adjustment Level” column of revised Appendix 9B-3. This re-
pricing mechanism has been developed based on input from market participants and is
consistent with the established error trade procedures for metals futures and all options on
e-cbot.

Consistent with current policy, parties to a transaction are permitted to make cash adjustments to
settle losses that occur as the result of an asserted error trade or an actual error trade. Should
parties to a disputed transaction be unable to mutually resolve financial disputes, arbitration
facilities are available through the Exchange.

As a precaution against order entry errors, e-cbot provides dynamic price limit functionality for
each product and will reject attempts to enter orders into the central order book at prices outside
of the dynamic price limit range. The dynamic price limit settings for agricultural futures, which
include separate settings for outrights and spreads, are included in revised Appendix 9B-3.

The referenced Appendix amendments also include non-substantive changes in terminology and
format.

The CBOT intends to implement these amendments effective August 1, 2006.
There were no opposing views concerning these amendments.

The CBOT certifies that these amendments comply with the Commodity Exchange Act and the
tules thereunder.

Sincerely,

Paul J. Draths
Vice President and Secretary

b071806


NEW

APPENDIX 9B-3

Tick Breakdown Per CBOT Product

Product Symbol Minimum Tick “No Bust Tick Dynamic Daily
Increment Range” Increment of Price Price
“No Bust Limits Limit
H ~ Range”
U.S. T-Bond ZB 1/32 3 points 96 ticks 30/32nds N/A
U.S. T-Bond Options OZB 1/64 N/A N/A 20/64ths N/A
10 Yr. T-Note ZN (A322 3 points 192 ticks 15/32nds N/A
10 Yr. T-Note Options OZN 1/64 N/A N/A 20/64ths N/A
5 Yr. T-Note ZF (Ay/32 3 points 192 ticks 15/32nds N/A
5 Yr. T-Note Options OZF 1/64 N/A N/A 20/64ths N/A
2 Yr. T-Note ZT (A)/32 3 points 384 ticks 7,5/32nds N/A
2 Yr. T-Note Options OzT (Ay64 N/A NIA 10/64ths NIA
30-Day Fed Funds ZQ % Basis Point 10 Points 20 ticks 10 points N/A
30-Day Fed Funds Options 0ZQ Ya Basis Pe N/A N/A 5 points N/A
Binary Fed Funds Options BUS 1 Basis point N/A N/A N/A N/A
10 Yr. Interest Rate Swaps SR (Ay/32 10/32nds 20 ticks 10/32nds N/A
10 Yr. Interest Rate Swaps OSR 1/64 N/A N/A 20/64ths N/A
Options
5 Yr. Interest Rate Swaps SA (Ay/32. 10/32nds 20 ticks 10/32nds N/A
5 Yr. Interest Rate Swaps OSA 1/64 N/A N/A 20/64ths N/A
Options
Dow AIG Commodity Index Al 0.1 Points 4 Points 40 ticks 4 points N/A
DJIA ($10) ZD 1 Point 250 Points 250 Points 40 points 10%, 20%
and 30%
Circuit
Breakers
DJIA Options OZD % Point N/A N/A 20 points 10%, 20%
and 30%
Circuit
Breakers
mini-sized Dow ($5) YM 1 Point 250 Points 250 Points 40 points 10%, 20%
and 30%
Circuit
Breakers
mini-sized Dow Options OYM 1 Point N/A N/A 40 points | 10%,
20% and
30%
Circuit
Breakers
DJIA ($25) DD 1 Point 250 Points 250 Points | 40 points 10%,
20% and
30%
circuit
breakers
mini-sized Eurodollar YE Ys Basis Point 5 Points 10 ticks 5 points N/A
100 oz. Gold Options OZG 10 cents N/A N/A $2.00 N/A
5,000 oz. Silver Options OZI 1/10 cent N/A N/A 4 cents N/A