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.

Send Us Feedback

Who We Are

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.