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Effective Sunday, March 29, 2009 (trade date March 30), RFC functionality on CME Globex® will be made available for all CBOT interest rate options, subject to the same pre-execution communication rules applicable to CME interest rate options.
Request for Cross (RFC) functionality, which allows a buy order and a sell order to be entered on a single ticket, is currently available for CME interest rate options trades on CME Globex, which result from allowable pre-execution communications.
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.
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