Product modification Summary: Eligibility of Basis Trade at Index Close (“BTIC”) for Bloomberg U.S. Corporate Investment Grade Index Futures and Bloomberg U.S. Corporate High Yield Very Liquid Index Futures - Effective September 16, 2024
To
Clearing Member Firms; Back Office Managers; Bookkeeping Software Providers; ISVs
From
CME Clearing
#
24-238
Notice Date
21 August 2024
Effective Date
16 September 2024
Eligibility of Basis Trade at Index Close (“BTIC”) for Bloomberg U.S. Corporate Investment Grade Index Futures and Bloomberg U.S. Corporate High Yield Very Liquid Index Futures