Effective Sunday, December 2, 2018, for first trade date of Monday, December 3, 2018, and pending all relevant CFTC regulatory review periods, Chicago Mercantile Exchange Inc. (“CME”) and The Board of Trade of the City of Chicago, Inc. (“CBOT”) (collectively, the “Exchanges”) will permit Basis Trade at Index Close (“BTIC”) transactions for the contracts (the “Contracts”).
Inquiries regarding the aforementioned may be directed to:
Giovanni Vicioso Giovanni.Vicioso@cmegroup.com (212) 299-2163
Jim Sullivan Jim.Sullivan@cmegroup.com (312) 930-2308
Please click here for PDF of SER-8269.
Basis Trade at Index Close (BTIC) Eligibility for CBOT Bloomberg Roll Select Commodity Index Futures, CME S&P GSCI Commodity Index Futures, CME S&P GSCI ER Index Futures, and CME S&P GSCI ER Index Swaps (Cleared OTC) Contracts