• All Month Limits and Large Trader Reporting Requirements in Connection with the Initial Listing of the E-mini Russell 2000 Index Futures and Options, E-mini Russell 2000 Growth Index Futures and E-mini Russell 2000 Value Index Futures Contracts

      • #
      • MSN06-26-17
      • Notice Date
      • 26 June 2017
      • Effective Date
      • 10 July 2017

    • In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME” or “Exchange”) E-mini® Russell 2000® Index Futures, E-mini® Russell 2000® Growth Index Futures, E-mini® Russell 2000® Value Index Futures, and Options on E-mini® Russell 2000® Index Futures on trade date Monday, July 10, 2017 (see SER-7877R published April 27, 2017), please note below and in Appendix A of CME Submission No. 17-262 the updated all month position limits (CME Rule 559), aggregation allocations (CME Rule 559.D.) and reportable levels (CME Rule 561.B.) for the E-mini® Russell 2000® Index Futures and Options on E-mini® Russell 2000® Index Futures Contracts. CME Submission No. 17-262 supersedes CME Submission 17-110 in connection with the self-certification of the all month position limits for the E-mini® Russell 2000® Index Futures and Options.

      For the full text of this notice, please see link attached below.

      All Month Limits and Large Trader Reporting Requirements in Connection with the Initial Listing of the E-mini Russell 2000 Index Futures and Options, E-mini Russell 2000 Growth Index Futures and E-mini Russell 2000 Value Index Futures Contracts

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