This Advisory Notice supersedes CME Group RA1519-5 from November 30, 2015. It is being issued to reflect a change in the reporting requirements for block trades in Foreign Exchange futures and options on futures during European Trading Hours (“ETH”) (12:00 a.m. – 7:00 a.m. CT) and Asian Trading Hours (“ATH”) (4:00 p.m. – 12:00 a.m. CT). Effective Monday, April 11, 2016, parties must report block trades in Foreign Exchange futures and options on futures consummated during ETH or ATH within fifteen (15) minutes. This requirement is being amended from a five (5) minute reporting requirement.
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