• Implementation of Single-Month Speculative Position Limits for the S&P GSCI Commodity Index Futures and Options and S&P GSCI ER Index Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6628
      • Notice Date
      • 26 April 2013
      • Effective Date
      • 28 April 2013

    • Effective Sunday, April 28, 2013, for trade date Monday, April 29, 2013, and pending all relevant CFTC regulatory review periods, the Chicago Mercantile Exchange Inc. (CME or Exchange) will implement single-month speculative position limits for the S&P GSCI Commodity Index Futures and Options and S&P GSCI ER Index Futures contracts, in accordance with the table below. Effective April 29, 2013, the single-month speculative limits for the S&P GSCI Futures and S&P GSCI ER Index Futures contracts will be inserted into the

      CME Position Limit Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the CME Rulebook.

      Contract Name

      Rule Chapter

      Commodity Code

      Single Month Limit (In Net Futures

      Equivalents)

      Leg (1) / Leg (2)

      All Month Limit (In Net Futures Equivalents)

      Leg (1) / Leg (2)

      S&P GSCI Commodity Index Futures and Options

      401 & 401A

      GI

      23,600

      23,600

      S&P GSCI™ ER Index Futures

      415

      GA

      59,000

      59,000
      Sandra.Valtierra@cmegroup.com (312) 347-4137

      (Bold/underline indicates addition)

       

       

      　

      　

      Please refer questions on this subject to:

      Market Surveillance

      Sandra Valtierra

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