• Amendment of CBOT Rule 589 (Special Price Fluctuation Limits) Regarding Interest Rate Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7493
      • Notice Date
      • 26 October 2015
      • Effective Date
      • 08 November 2015
    • Effective Sunday, November 8, 2015 for trade date Monday, November 9, 2015, and pending all relevant CFTC regulatory review periods, The Board of Trade of the City of Chicago, Inc. (“CBOT”) will amend Rule 589.B. (“Triggering Events and Temporary Trading Halts”) of the Special Price Fluctuation Limits rule for interest rate contracts such that an expiring contract month of a primary futures contract shall have no special price fluctuation limits from the contract’s first notice day through its last delivery day.

      Please refer questions on this subject to:

      Nick Johnson                            nick.johnson@cmegroup.com                            312.338.2407

      Jonathan Kronstein                    jonathan.kronstein@cmegroup.com                   312.930.3472

      Frederick Sturm                         frederick.sturm@cmegroup.com                        312.930.1282

      Please click here for complete SER-7493.