2026-02821Notice

CME Requests SEC Waiver for Easier Futures Price Settlements

Published Date: 2/12/2026

Notice

Summary

The Chicago Mercantile Exchange (CME) asked the SEC for a special okay to use the closing price of stocks when settling certain cash-based security futures. This change could affect traders and investors by making final prices clearer and possibly smoother. The SEC wants your thoughts before deciding, so now’s the time to speak up!

Analyzed Economic Effects

4 provisions identified: 1 benefits, 0 costs, 3 mixed.

Allowing Closing-Price Settlement

The Chicago Mercantile Exchange (CME) asked the SEC on July 25, 2025 for an exemption from Rule 6h-1(b) so certain cash-settled single-stock futures can settle using the official closing price (P.M. Settlement) instead of the opening price (A.M. Settlement). The SEC published the request and is seeking public comment by March 16, 2026 on potential market effects such as closing volatility and manipulation.

Large-Liquid Stocks Only Listing Rules

CME would only list P.M.-settled cash-settled single-stock futures where the underlying security meets initial tests: market capitalization of at least $20 billion, estimated deliverable supply greater than 20 million shares, and minimum average daily value traded (ADVT) of $100 million over the prior six months (or $1 billion ADVT over the prior month if trading under six months). CME says about 300 securities would qualify under these standards and would apply maintenance thresholds including a $10 billion market cap requirement.

Position Limits at Expiration

CME states it will set speculative position limits for cash-settled single-stock futures consistent with CFTC Rule 41.25, including limits no greater than 12.5% of estimated deliverable supply for securities with more than 20 million shares and limits of no greater than 25,000 contracts for securities at or below 20 million shares. CME said such limits would be effective during the last three trading days of an expiring contract month.

Potential Public Data and Surveillance Conditions

The SEC asked whether any exemption should be conditioned on CME providing public data and surveillance sharing. Proposed public data would include daily aggregate long and short positions by market participant type for each listed product, monthly and year-annual position and volume reports, opening and closing prices with percent-change measures around settlement Fridays, and 15-minute first/last trade prices for Friday closing windows, made publicly available in CSV format for three years.

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Key Dates

Published Date
2/12/2026

Department and Agencies

Department
Independent Agency
Agency
Securities and Exchange Commission
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