• Amendments to Minimum Fluctuation Rule of Twelve (12) Treasury Options Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SESR-7754
      • Notice Date
      • 25 October 2016
      • Effective Date
      • 06 November 2016
    • Effective on Sunday, November 6, 2016 for trade date Monday, November 7, 2016 The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) will implement amendments to the Minimum Fluctuation rule of the twelve (12) Treasury Options contracts (the “Contracts”).

      Please refer questions on this subject to:

      Nick Johnson                    nick.johnson@cmegroup.com                 312.338.2407

      Jonathan Kronstein           jonathan.kronstein@cmegroup.com       312.930.3472

      Agha Mirza                        agha.mirza@cmegroup.com                   212.299.2833

      Frederick Sturm                frederick.sturm@cmegroup.com             312.930.1282

      Please click here for PDF of SER-7754.