• All Month Limits and Large Trader Reporting Requirements in Connection with the Initial Listing of the E-mini Russell 2000 Index Futures and Options, E-mini Russell 2000 Growth Index Futures and E-mini Russell 2000 Value Index Futures Contracts

      • #
      • MSN06-26-17
      • Notice Date
      • 26 June 2017
      • Effective Date
      • 10 July 2017
    • In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME” or “Exchange”) E-mini® Russell 2000® Index Futures, E-mini® Russell 2000® Growth Index Futures, E-mini® Russell 2000® Value Index Futures, and Options on E-mini® Russell 2000® Index Futures on trade date Monday, July 10, 2017 (see SER-7877R published April 27, 2017), please note below and in Appendix A of CME Submission No. 17-262 the updated all month position limits (CME Rule 559), aggregation allocations (CME Rule 559.D.) and reportable levels (CME Rule 561.B.) for the E-mini® Russell 2000® Index Futures and Options on E-mini® Russell 2000® Index Futures Contracts. CME Submission No. 17-262 supersedes CME Submission 17-110 in connection with the self-certification of the all month position limits for the E-mini® Russell 2000® Index Futures and Options.

      For the full text of this notice, please see link attached below.