• Amendments to CME Rule 588.H. (Globex Non-Reviewable Trading Ranges) Table for Certain Equity Index Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-8164
      • Notice Date
      • 13 June 2018
      • Effective Date
      • 01 July 2018
    • Effective Sunday, July 1, 2018 for trade date Monday, July 2, 2018, and pending all relevant Commodity Futures Trading Commission (“CFTC”) regulatory review periods, Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) will amend CME Rule 588.H. (“Globex Non-Reviewable Trading Ranges”) Table (the “Table”) for the Equity Index futures contracts as shown in black-line format in Exhibit 1 (the “Contracts”).  CME is adjusting the non-reviewable trading ranges of the Contracts to more accurately reflect the current volatility ranges of the underlying cash market instruments.

      Inquiries regarding the aforementioned may be directed to the CME Group Global Command Center at 312.456.2391.  Questions regarding this Special Executive Report may be directed to the CME Global Command Center at +1.800.438.8616, in Europe at +44.800.898.013, in Asia at +65.6532.5010, or GCC@cmegroup.com.

      Please click here for PDF of SER-8164.