Effective on trade date Monday, July 31, 2023, and pending all relevant CFTC regulatory review periods, this Market Regulation Advisory Notice will supersede CME Group Market Regulation Advisory Notice RA2105-5 from May 21, 2023. It is being issued to amend FAQ #11 and FAQ #23 to incorporate guidance regarding EFRPs that are priced using the Trade Marker at Close (“TMAC”) transaction type as described in Special Executive Report 9219.
Click HERE to view the full advisory.