• Administrative Amendments to Aggregation Ratios for S&P 500 Growth Index and Value Index Futures Contracts

      • #
      • MSN03-04-15B
      • Notice Date
      • 04 March 2015
      • Effective Date
      • 04 March 2015
    • Earlier today, the Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) revised the display of the aggregation ratios between each of S&P 500/Growth Index and S&P 500/Value Index futures and their parent contract, Standard and Poor's 500 Stock Price Index futures, in the CME Position Limit, Position Accountability and Reportable Level Table located in the Interpretations & Special Notices Section of Chapter 5 of the CME Rulebook.

      The revisions are stylistic in nature and do not alter the terms and conditions of the contracts.  The revisions, noted below in black-line format, are intended to clarify existing information.