Product Modification Summary: Decrease of the Minimum Price Fluctuation for Calendar Spreads and Basis Trade at Index Close (“BTIC”) Transactions in the E-mini FTSE Emerging Index Futures Contract
To
Clearing Member Firms; Back Office Managers
From
CME Clearing
#
20-421
Notice Date
30 October 2020
Effective Date
23 November 2020
Decrease of the Minimum Price Fluctuation for Calendar Spreads and Basis Trade at Index Close (“BTIC”) Transactions in the E-mini FTSE Emerging Index Futures Contract.