A regulatory filing on Tuesday disclosed that federal prosecutors in Chicago had convened a grand jury last year to investigate potential wrongdoing surrounding the collapse of MF Global and the disappearance of customer money from the commodities firm. According to the annual report for the CME Group, which was filed today, the exchange operator and for-profit regulator of MF Global and other commodities brokerage firms disclosed that it had received 2 subpoenas related to the defunct brokerage firm:  one from a federal grand jury in Chicago;  another from the CFTC, which is heading up the investigation.  The Chicago grand jury subpoena was issued to CME on 11/1/11, one day after MF Global filed for bankruptcy.  The CFTC subpoena came on 11/3. The annual report filing further disclosed that, the CME Group received a request on 1/31/12 from trustee James Giddens for certain documents - that were not identified in the filing.  Mr. Giddens is overseeing efforts to recover customer money. Investigation by the FBI and Federal Prosecutors. Meanwhile, agents from these these 2 federal agencies have continued their examination into how the firm misused more than a billion dollars of customer money - none of which has been recovered.  They're reviewing wire transfers that moved billions of dollars in the days before the firm’s downfall, interviewing dozens of witnesses, and sifting through tens of thousands of emails and documents. No Indication of Wrongdoing. The existence of a grand jury, which is tasked with determining whether charges can be brought, reflects the seriousness of the case, but in no way indicates wrongdoing or imminent charges.  No one at MF Global, including Mr. Corzine has been accused of wrongdoing.  It's also unclear what direction the investigators’ case is going or whom they might be pursuing. And, while the CME has been roundly criticized for its response to the crisis, the CME Group also has not been accused of any wrongdoing.  Further, any contacts the CME may have had with investigators related to requests “to produce information and witnesses in connection with the authorities’ investigation of the matter,” the exchange said in its annual report. A spokeswoman for the CME Group declined to comment. For further details:  [DealBook, 2/28/12].