• CME ClearPort Notices: Changes to S&P and BTICs on S&P Futures on CME ClearPort

      • To
      • CME ClearPort API Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20230302
      • Notice Date
      • 02 March 2023
    • 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.