• Decrease in Minimum Price Fluctuation for Cleared CBOT DJ-UBSCI Swaps

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6255
      • Notice Date
      • 30 May 2012
      • Effective Date
      • 04 June 2012

    • Effective for Monday, June 4, 2012, the minimum price fluctuation for CBOT DJ-UBSCI cleared swaps will be decreased from 0.001 Index points to 0.0001 Index points. This change will apply to cleared swaps on DJUBS Commodity Index, DJ-UBS Commodity Index 2 Month Forward and DJ-UBS Commodity Index 3 Month Forward. CBOT rule amendments are as follows, with additions underlined and deletions bracketed.

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

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