The CME Group of the International Derivatives has activated the volume of the efficiency of the MEP (MEP) of the future broadcast in 5 and 10 years to encourage responsible messaging practices during the future period.
This additional volume ratio is imposed during each of the last 10 commercial transactions dates before the first day of notice during all Roll Futures Roll periods. This ratio requires for each day, all CME Globex IDs submitting greater than 5 million daily entry to each of the 5 or 10 -year groups of future fulfillment products during a specific combined ETH and RTH transaction session during the last 10 transaction dates before the first day of notice.
CME Globex company IDs exceeding the CME Globex Treasury Futures Roll Mep Product Group Benchmark of $ 3,000: 1 will face a potential daily surcharge of $ 10,000. A second increase in the same month, in the same product group, will be referred to the CME market regulation.
In addition to the future fulfillment rating index in 5 and 10 years of future fulfillment, market participants will continue to be held in all other MEP volume.