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On February 5, 2007, two important enhancements will be introduced for processing of SLEDS. The first enhancement pertains
to electronically-executed calendar spread trades, and will allow users to specify for each order routed to e-cbot or Globex
whether leg prices should be engine-assigned or based upon the previous-day's settlement prices. The second enhancement pertains
to pit-executed spreads, and will allow users to submit or change front leg prices at any valid tick, regardless of match
status. For the full text of this advisory. . . |