• CME Group announces an increase in the position limit for Dow Jones U.S. Real Estate Index futures, effective September 23, 2013

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-6817
      • Notice Date
      • 09 September 2013
      • Effective Date
      • 23 September 2013
    •  
      CME Group announces an increase in the position limit for Dow Jones U.S. Real Estate Index futures (“DJUSRE”) effective September 23, pending CFTC regulatory review.  

       
      The all month position limit for CBOT DJUSRE futures will be increased to 10,000 futures contracts from the current 5,000 futures contract position limit.
       
      A table is included in the Appendix to this Special Executive Report that indicates the new position limit for the DJUSRE futures contract impacted by this position limit change.
       
      These contracts are listed by and subject to the rules of CBOT.
       
       
      Please contact Mr. John Nyhoff, Research & Product Development at 312-930-2310; or Ms. Lucy Wang, Director, Financial Research & Product Development at (312)648-5478 if you have any inquiries regarding this matter.
       
       
      APPENDIX
       
      Position Limit for CBOT Dow Jones U.S. Real Estate Index Futures, effective September 23, 2013.
       
      Contract Name
      CBOT Rule Chapter
      Commodity Code
      Contract Size
      All Month Aggregate Ratio Into Futures Equivalents Leg (1)
      All Month Limit (In Net Futures Equivalents) Leg (1) / Leg (2)
       
      Dow Jones U.S. Real Estate Index Futures
      30
      JR
      $100
      JR
      10,000