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CME Globex supports the Reduced Tick Intercommodity Option Spread (EO) with a tenth-tick (1/10) between Natural Gas American Style Option (ON) and Natural Gas European Style Option (LNE) energy contracts. Implied option functionality is enabled for the Reduced Tick Intercommodity Option Spread (EO) energy spread. When a trade occurs for a Reduced Tick Intercommodity Option Spread (EO) spread the legs are assigned and cleared as individual legs.  

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The client system submits a Security Definition Request (tag 35-MsgType=c) message, creating a Reduced Tick Intercommodity Option Spread (EO) user defined spread composed of the following:

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The client system submits a Security Definition Request (tag 35-MsgType=c) message, creating a Reduced Tick Intercommodity Option Spread (EO) user defined spread composed of the following:

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