This Advisory Notice supersedes CME & CBOT Market Regulation Advisory Notice RA1407-3 from November 7, 2014. It is being issued to notify the marketplace that pending all relevant regulatory review periods, CBOT will begin to permit block trading in the following new intercommodity spreads involving a Treasury futures contract and a forward-staring Libor-reference interest rate swap (“Treasury Invoice Spread”), concurrent with launch of trading in the intercommodity spreads on Sunday, December 14, 2014, for trade date Monday, December 15, 2014:
Please click HERE to view the full advisory.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.