Effective Friday, May 25, 2018, and pending all relevant CFTC regulatory review periods, Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) will amend the Rule 10203.A.1. (“The Sample”) of the Feeder Cattle Futures contract (CME Rulebook Chapter 102; CME Globex Code GF; Clearing Code: 62) to include commented cattle in the calculation of the Feeder Cattle Index (“Index”) price. Rule 10203.A.1. shall no longer exclude cattle identified on USDA-AMS reports as being fancy, thin, fleshy, gaunt or full. CME Rule 10203.A.1 is provided below in blackline format. Amendments to Rule 10203.A.1. shall be effective with the May 2019 contract and all subsequent contract months.
Should you have any questions regarding this Special Executive Report, please contact either: Jim Sullivan, Manager, Commodity Research and Product Development, 312-930-2308, Jim.Sullivan@cmegroup.com, or Fred Seamon, Executive Director, Commodity Research and Product Development, 312-634-1587, Fred.Seamon@cmegroup.com.
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