• Block Trades

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • CME Group RA2201-5
      • Notice Date
      • 11 February 2022
      • Effective Date
      • 28 February 2022
    • Effective on trade date Monday, February 28, 2022, and pending all relevant CFTC regulatory review periods, this Market Regulation Advisory Notice will supersede CME Group Market Regulation Advisory Notice RA2109-5 from August 16, 2021.  It is being issued to amend Section 7 to modify the reporting window for Equity futures and options on futures during Regular Trading Hours (“RTH”) from five (5) to fifteen (15) minutes. Additionally, Section 6 is being updated to clarify that Three-Month Eurodollar Futures and Three Month SOFR Futures inter-commodity (code: SED) spread is block eligible provided that each leg of the spread meets the smaller of the threshold requirements for the underlying products.

      Click HERE to view the full advisory.