Pending all relevant regulatory review periods, this Advisory Notice will supersede CME Group Market Regulation Advisory Notice RA1411-5RR from January 6, 2015. It is being issued to add additional questions and answers into the FAQ (#s 18-21) to provide additional regulatory guidance concerning circumstances that may be deemed a violation of Rule 534 (“Wash Trades Prohibited”), including activity during the pre-open on CME Globex and information on indirect wash trades. Additionally, the answer to FAQ 17 has been modified to clarify that CME Group’s self-match prevention (“SMP”) functionality does not prevent self-matches upon the opening of the market in circumstances where the orders are entered during the pre-open state on Globex.
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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.