• Basis Trade at Index Close ("BTIC") Block Trades to be available for E-mini S&P Select Sector futures

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6249R
      • Notice Date
      • 01 June 2012
      • Effective Date
      • 01 June 2012
    • Note: This SER replaces SER S-6249 issued on May 24, 2012

      This revised Special Executive Report is being issued to include additional requirements with respect to the price reporting and submission of Basis Trade at Index Close ("BTIC") block trades in CME E-mini S&P Select Sector™ Stock Index futures ("Select Sector futures") that were not included in the Special Executive Report released on May 24, 2012.

      For the full Special Executive Report, please click here (PDF).