• Bloomberg Announces 2018 Rebalance and Target Weights

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-8070
      • Notice Date
      • 27 December 2017
      • Effective Date
      • 01 January 2018
    • Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) has been advised that Bloomberg will revise the weights of its Bloomberg Dollar Spot Index for 2018.  The final settlement price of the CME Bloomberg Dollar Spot Index Futures contract (CME Rulebook Chapter: 299, Commodity Code: BDI) cash-settles to the Bloomberg Dollar Spot IndexSM BFIX price at 4:00 p.m. London time rounded to three (3) decimal places on the termination of trading day.


      Please direct questions regarding this notice to:

      Asia

      Ravi Pandit                    +65 6593 5562                     Ravi.Pandit@cmegroup.com

      Europe

      Paul Houston                  +44 20 3379 3355                Paul.Houston@cmegroup.com

      U.S.

      Craig LeVeille                   +1 312 454 5301                 Craig.LeVeille@cmegroup.com
      Kevin McMillin                  +1 312 930 8264                 Kevin.McMillin@cmegroup.com


      Please click here for PDF of SER-8070.