Derived Contracts

Derived Contracts. Cash-settled Futures Contracts, Options on Futures Contract, Swaps and Options on Swaps the final settlement price of which is calculated using one or more values of a third party's index that is calculated using the values of an S&P Stock Index. By way of example, the products branded as "TRAKRS" that were based in part on an S&P Index and were listed on CME prior to the Commencement Date are Derived Contracts.