• Trading Locations of Intermarket Spreads

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • CBOT - RA0806-1
      • Notice Date
      • 15 February 2008
      • Effective Date
      • 15 February 2008
    • The following intermarket spreads may be executed on the trading floor by eligible members. These spreads may be traded only in the designated areas and must be reported to the appropriate Trading Floor Operations staff. 
      FINANCIAL PRODUCTS                                                
      Spread                                                                       Trading/Reporting Location
      Fed Funds/2-Year Note                                                              Fed Funds pit
      2-Year Note/T-Bond                                                                    2-Year Note pit
      2-Year Note/10-Year Note                                                           2-Year Note pit
      2-Year Note/5-Year Note                                                             2-Year Note pit
      5-Year Note/T-Bond                                                                    5-Year Note pit
      5-Year Note/10-Year Note                                                           5-Year Note pit
      10-Year Note/T-Bond                                                                  10-Year Note pit
      5/10/30-Year Swaps/any Treasury Future1                                    Swaps pit
      5/10/30-Year Swaps/Fed Funds                                                  Swaps pit
      Spread                                                                          Trading/Reporting Location
      Options/Underlying future                                                            Relevant options pit
      T-Bond Options/any Treasury Future1                                            T-Bond Options pit        
      10-Year Note Options/any Treasury Future1                                  10-Year Options pit
      10-Year Note Options/T-Bond Options                                         10-Year Options pit
      5-Year Note Options/any Treasury Future1                                    5-Year Options pit
      5-Year Note Options/10-Year Note Options                                  5-Year Options pit
                  5-Year Note Options/T-Bond Options                                           5-Year Options pit
                  2-Year Note Options/any Treasury Future1                                    2-Year Options pit
      2-Year Note Options/5-Year Note Options                                    2-Year Options pit
      Spread                                                                       Trading/Reporting Location
      Soybean Crush                                                    Bridge between Oil/Meal pits (report in Oil)
      Meal/Oil                                                              Bridge between Oil/Meal pits (report in Oil)
      Soybeans/Meal                                                                          Meal pit
      Meal/Corn                                                                                 Meal pit
      Soybeans/Oil                                                                             Oil pit
      Spread                                                                       Trading/Reporting Location
      Corn/Soybeans                                                                          Soybean pit
      Wheat/Soybeans                                                                       Wheat pit
      Wheat/Corn                                                                               Oat pit
      Wheat/Oats                                                                               Oat pit
      Corn/Oats                                                                                 Oat pit
      Soybeans/Mini Soybeans                                                           Soybean pit
      Corn/Mini Corn                                                                           Corn pit
      Wheat/Mini Wheat                                                                     Wheat pit
      Spread                                                                          Trading/Reporting Location
      Bean Options/Meal Options/Oil Options                                       Meal/Oil Options pit
      Meal Options/Oil Options                                                            Meal/Oil Options pit
      Soybean Options/Corn Options                                                   Soybean Options pit
      Wheat Options/Corn Options                                                      Wheat Options pit
      Wheat Options/Soybean Options                                                Wheat Options pit
      Oil Options/Soybean Options                                                      Oil Options pit
      Meal Options/Soybean Options                                                   Meal Options pit
      Meal Options/Corn Options                                                         Meal Options pit
      Oat Options/Corn Options                                                           Oat Options pit
      Questions regarding this advisory may be directed to the following individuals in Market Regulation:
      Jennifer Baum, Associate Director, 312.341.3124
      Jennifer Dendrinos, Senior Daily Investigator, 312.341.7812
      Robert Sniegowski, Associate Director, 312.648.5493

      1  Treasury Futures include 30-Year T-Bonds, 10-Year Notes, 5-Year Notes and 2-Year Notes