• Bloomberg Announces 2019 Rebalance and Target Weights

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-8305
      • Notice Date
      • 27 December 2018
      • Effective Date
      • 01 January 2019
    • Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) has been advised that Bloomberg will revise the weights of its Bloomberg Dollar Spot Index for 2019.  The final settlement price of the CME Bloomberg Dollar Spot Index Futures contract (CME Rulebook Chapter:  299, Commodity Code:  BDI) cash-settles to the Bloomberg Dollar Spot IndexSM BFIX price at 4:00 p.m. London time rounded to three (3) decimal places on the termination of trading day. 

      Please direct questions regarding this notice to:

      Asia

      Ravi Pandit                     +65 6593 5562                         Ravi.Pandit@cmegroup.com

      Europe

      Paul Houston                  +44 20 3379 3355                    Paul.Houston@cmegroup.com

      Divay Malhotra               +44 20 3379 3796                     Divay.Malhotra@cmegroup.com

      U.S.

      Matthew Gierke              +1 312 930 8543                       Matthew.Gierke@cmegroup.com

      Craig LeVeille                 +1 312 454 5301                       Craig.LeVeille@cmegroup.com

      Graham McDannel         +1 312 454 5209                       Graham.McDannel@cmegroup.com

      Kevin McMillin                +1 312 930 8264                       Kevin.McMillin@cmegroup.com

       

      Please click here for PDF of SER-8305.