• Position Limits and Large Trader Reporting Requirements in Connection with the Initial Listing of the Nasdaq-100 Volatility Index (VOLQ) Futures Contract

      • #
      • MSN09-30-20
      • Notice Date
      • 30 September 2020
      • Effective Date
      • 05 October 2020

    • In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) initial listing of the Nasdaq-100 Volatility Index (VOLQ) Futures contract (the “contract”) on trade date Monday, October 5, 2020 (see SER-8639 published August 13, 2020), please note below and in Appendix B of CME Submission No. 20-340 the corresponding spot-month position limits (Rule 559), all-month position limit (Rule 559), aggregation allocation (Rule 559.D) and reportable level (Rule 561) for the contract.

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

      Position Limits and Large Trader Reporting Requirements in Connection with the Initial Listing of the Nasdaq-100 Volatility Index (VOLQ) Futures Contract

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