Product Modification Summary: Amendments to Block Trade Minimum Threshold Levels for Inter-Commodity Spread or Combination (“ICS”) Transactions in Short-Term Interest Rate (“STIR”) Futures and Options Products
To
Clearing Member Firms; Back Office Managers
From
CME Clearing
#
19-415
Notice Date
19 December 2019
Effective Date
13 January 2020
Amendments to Block Trade Minimum Threshold Levels for Inter-Commodity Spread or Combination (“ICS”) Transactions in Short-Term Interest Rate (“STIR”) Futures and Options Products