• Position Limits and Accountability Levels

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • CME Group RA1703-5
      • Notice Date
      • 10 April 2017
      • Effective Date
      • 24 April 2017
    • Effective on trade date April 24, 2017, and pending all relevant CFTC regulatory review periods, this Advisory Notice will supersede CME Group Market Regulation Advisory Notice RA1603-5R from March 31, 2016.  It is being issued based on revisions to each Exchange’s Rule 559.D. (“Aggregation of Positions”) and E. (“Exemptions from Aggregation”) and to clarify how diminishing balances are calculated with respect to U.S. holidays.

      Click HERE for full advisory.