• Large Trader Requirements - Listing of Three (3) E-Mini Russell 1000® Index Futures Contracts

      • #
      • MSN09-16-15
      • Notice Date
      • 16 September 2015
      • Effective Date
      • 20 September 2015
    • In connection with the listing of Chicago Mercantile Exchange Inc.’s (“CME” or “Exchange”) new E-mini Russell 1000® Index, Growth Index and Value Index Futures contracts on trade date Monday, September 21, 2015 (see SER-7451 published September 3, 2015), please note below, and in Appendix B of CFTC Submission #15-378, the corresponding all month position limits (CME Rule 559), reportable levels (CME Rule 561.B.) and aggregation allocations (CME Rule 559.D.) for the new financially settled futures contracts.