• Amendments to the Implementation of Minimum Price Increment for the 30-Day Federal Funds Futures Contract

      • To
      • Members, Member Fiirms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7594
      • Notice Date
      • 16 February 2016
      • Effective Date
      • 28 February 2016
    • Effective Sunday, February 28, 2016 for trade date Monday, February 29, 2016, and pending all relevant CFTC regulatory review periods, The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) will modify the implementation of the minimum tick size for the nearest expiring 30-Day Federal Funds Futures contract (“the Contract”) (CBOT Rulebook Chapter 22; CME ClearPort Code: 41; CME Globex Code: ZQ).

      Please refer questions on this subject to:

      Ted Carey                            ted.carey@cmegroup.com                       312.930.8554

      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-7594.