Effective Sunday, March 12 (trade date Monday, March13), the last trade date and BTIC minimum price index will be amended as follows for the following S&P and BTICs on S&P Index futures for transactions submitted for clearing via CME ClearPort.
| CHANGES TO S&P AND BTICS ON S&P FUTURES ON CME CLEARPORT | |||||
|---|---|---|---|---|---|
| PRODUCT | Clearing CODE | CURRENT LAST TRADE DATE | NEW LAST TRADE DATE | CURRENT MINIMUM TICK (INDEX POINTS) |
NEW MINIMUM TICK (INDEX POINTS) |
| S&P Growth Index futures
|
SG
|
Trading terminates at 3:15 p.m. on the Business Day immediately preceding the Business Day scheduled for determination of the Final Settlement Price | Trading terminates at 8:30am CT (9:30am ET) on the 3rd Friday of the contract month | N/A
|
N/A
|
| S&P Value Index futures | SU
|
Trading terminates at 3:15 p.m. on the Business Day immediately preceding the Business Day scheduled for determination of the Final Settlement Price | Trading terminates at 8:30am CT (9:30am ET) on the 3rd Friday of the contract month | N/A
|
N/A
|
| BTIC on S&P Growth Index futures | SGT
|
N/A
|
N/A
|
0.1
|
0.05 |
| BTIC on S&P Value Index futures | SUT
|
N/A
|
N/A
|
0.1
|
0.05
|
| BTIC S&P Smallcap 600 futures | SMT
|
3rd Friday of the contract Month. If that is not a business day then it is the prior business day
|
15:00 CT on the business day before the 3rd Friday of the contract Month. If that is not a business day then it is the prior business day | 0.1
|
0.05
|
These futures and amendments will be available on CME Globex as reflected in the CME Globex Notice and the Executive Special Report SER-9144.
These changes are currently available for customer testing in New Release.