17 CFR 240.3a55-3 – Futures contracts on security indexes trading on or subject to the rules of a foreign board of trade
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When a contract of sale for future delivery on a security index is traded on or subject to the rules of a foreign board of trade, such index shall not be a narrow-based security index if it would not be a narrow-based security index if a futures contract on such index were traded on a designated contract market or registered derivatives transaction execution facility.