• S&P 500 Index Options Box Spread Tick Rule Revised

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5916
      • Notice Date
      • 02 September 2011
      • Effective Date
      • 06 September 2011

    • Effective on trade date Tuesday, September 6, 2011, the Exchange Rules governing box spreads for options on S&P 500 futures will allow trades in half ticks, or 0.05 increments. These contracts are listed by and subject to the rules of CME.

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