Q2009-226 - CME Group

Multiple Changes for FX Futures - Effective Sunday, November 1, 2009

- To
- Quote Vendors
- From
- Market Data Operations
- #
- Q2009-226
- Notice Date
- 08 October 2009
- Effective Date
- 01 November 2009

Effective Sunday, November 1, 2009, the following changes to FX futures will be made:

Display Factor Changes for FX Futures:

FX Futures and Spreads	tag 1151-SecurityGroup	Current tag 9787-DisplayFactor	New tag 9787-DisplayFactor
Euro FX/GBP	RP	7	5
RUB/USD	6R	5	6
ZAR/USD	6Z	6	8

Delisting the following FX Futures Intercommodity spreads:

· Australian dollar v. Canadian dollar (6A-6C)

· Australian dollar v. NZ dollar (6A-6N)

· Japanese Yen v. Swiss franc (6J-6S)

· Norwegian Krone v. Swedish Krona (NOK-SEK)

FX futures will change to a fixed tick increment of 1.

E-mini EuroFX (tag 1151-SecurityGroup=E7)
E-mini Japanese yen (J7)
CME$INDEX (USD)
Australian dollar (6A)
Canadian dollar (6C)
Euro FX (6E)
Japanese yen (6J)
New Zealand dollar (6N)
Swiss franc (6S)

Currently, these futures use the Variable Tick Tables (VTT) 5 and 7. Both VTT 5 and 7 have a fixed tick size of 1.

These changes will be available in New Release for quote vendor testing Monday, October 19.

Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.

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