Effective Friday, November 4, the underlying product code will be changed in CME’s SPAN files, for seven products which are options on futures calendar spreads. The change will bring the option’s representation in the SPAN file, in line with its representation on CME Globex and market data.
The change is effective today in the sample SPAN files produced from the New Release testing environment. These files are available at ftp.cmegroup.com/pub/span/data/cme/nr.
For more information contact CME Clearing at 312-207-2525.
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