Block Trades

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.