Effective this Sunday, March 12 (trade date Monday, March 13), the last trade date and BTIC minimum price increment 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 8:30 a.m. CT (9:30 a.m. ET) on the third 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 8:30 a.m. CT (9:30 a.m. ET) on the third 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 | Third Friday of the contract Month. If that is not a business day then it is the prior business day | 3:00 p.m. CT on the business day before the third 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.
This enhancement is currently available for customer testing in New Release.