• TAS, TAM, BTIC, and TACO Transactions

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • CME Group RA2108-5
      • Notice Date
      • 26 July 2021
      • Effective Date
      • 09 August 2021
    • Effective on trade date Monday, August 9, 2021, and pending all relevant CFTC regulatory review periods, this Market Regulation Advisory Notice will supersede CME Group Market Regulation Advisory Notice RA1808-5 from August 13, 2018.  It is being issued based on amendments to Rule 524.B. which remove language regarding disruption event handling and standardize the price assignment rules regarding BTIC transactions.[1]

       

      [1] Please see CME Group Special Executive Report S-8819 from July 20, 2021, for additional information on the amendments to Rule 524 and related amendments to certain CME and CBOT Equity Index futures contracts in connection with BTIC transactions, price assignment and disruption event procedures.

       

      Click HERE to view the full advisory.