• Expansion of Open Outcry Intermarket Spread Functionality in Options on Standard and Poor’s Futures v. Options on E-mini Standard and Poor’s Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-8113
      • Notice Date
      • 15 March 2018
      • Effective Date
      • 01 April 2018
    • Effective Sunday, April 1, 2018 for traded date Monday, April 2, 2018, Chicago Mercantile Exchange, Inc. (“CME”) will permit expansion of provisions for intermarket spread trading in open outcry in Options on E-mini E-mini® Standard and Poor's 500 Stock Price Index Futures (“ES”) futures versus Options on Standard and Poor’s 500 Stock Price IndexTM (“SP”) futures contracts so as to include (a) options that are exercisable into futures for any delivery month and (b) all option exercise price levels. 

      Inquiries regarding this matter may be directed to:

      Frederick Sturm       Frederick.Sturm@cmegroup.com            (312) 930-1282

      Lucy Wang               Lucy.Wang@cmegoup.com                     (312) 648-5478

      Please click here for PDF of SER-8113.