• Expansion of the Trading Days of Basis Trade at Index Close (BTIC) Transactions in the Yen Denominated TOPIX Index Futures Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-8214
      • Notice Date
      • 14 August 2018
      • Effective Date
      • 09 September 2018
    • Effective Sunday, September 9, 2018, for trade date Monday, September 10, 2018, and pending completion of all relevant CFTC regulatory review periods, Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) will expand the availability of trading days of Basis Trade at Index Close (“BTIC”) transactions in the Yen Denominated TOPIX Index futures contract (CME Rulebook Chapter 317; Commodity Code:  TPY; BTIC Code:  TPB) (the “Contract”) such that BTIC transactions shall be permitted at all times during which the Contract may be traded on the CME Globex electronic trading platform, including during the CME Globex pre-opening period.

      Inquiries may be directed to:

      Richard Co                      Richard.Co@cmegroup.com              (312) 930-3227

      Frederick Sturm               Frederick.Sturm@cmegroup.com      (312) 930-1282

      Lucy Wang                      Lucy.Wang@cmegoup.com                (312) 648-5478

      John Wiesner                  john.wiesner@cmegroup.com            (312) 930-3066


      Please click here for PDF of SER-8214.