• Product Modification Summary: Reduction of Basis Trade at Index Close (“BTIC”) Block Trade Minimum Quantity Threshold for the Adjusted Interest Rate S&P 500 Total Return Index Futures, S&P 500 Total Return Index Futures, Nasdaq-100 Total Return Index Futures and Dow Jones Industrial Average Total Return Index Futures Contracts - Effective July 26, 2021

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 21-240
      • Notice Date
      • 02 July 2021
      • Effective Date
      • 26 July 2021

    • Reduction of Basis Trade at Index Close (“BTIC”) Block Trade Minimum Quantity Threshold for the Adjusted Interest Rate S&P 500 Total Return Index Futures, S&P 500 Total Return Index Futures, Nasdaq-100 Total Return Index Futures and Dow Jones Industrial Average Total Return Index Futures Contracts.

      For the full text of this advisory, please click here.

CME Group is the world’s leading 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.

© 2025 CME Group Inc. All rights reserved.