|
On February 5, 2007, important enhancements will be introduced for processing of SLEDS and CBOT FLEX Matching System. The
first enhancement pertains to electronically-executed calendar spread trades that are SLEDS eligible, 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. The third enhancement involve changing the CBOT FLEX system from
allocate claim model to a two sided matching system.
For the full text of this advisory . . . |