Clearing House Advisory Notices
To | Clearing Member Firms, Service Bureau Representatives, and Independent Software Vendors
From | Clearing House Department
Subject | Block Trade Reporting Period Extended for CME Weather Contracts
Notice Date | 2004-12-15
Notice Number | 04-248
Effective Date |
At its most recent meeting, the CME Board of Directors approved a proposal to extend the block trade reporting period to fifteen (15) minutes from five (5) minutes in CME Weather futures and option contracts effective Sunday, December 5, 2004. Note that the block trade reporting period is five (5) minutes in all block-eligible CME contracts except in CME Eurodollar futures and options where the period is fifteen (15) minutes. For the full text of this advisory...