GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | Reminder: CME Globex Leg Execution Reports
Notice Date | 2005-11-03
Notice Number | 110305-1
Effective Date | 2005-11-03
Dear CME Globex Customers, Effective Sunday, November 13, 2005 (trade date Monday, November 14), in response to customer requests, CME will begin disseminating leg execution reports for the following CME Equity options spreads: CME E-mini S&P 500® CME E-mini NASDAQ-100® CME E-mini Russell 2000® Leg execution reports for these CME options spreads are currently disseminated for testing in the CME certification environment. As a reminder, position 777 of the CME Market Data MO (m-oh) message indicates whether a product will return legs and create implied orders. For more information, please see CME Market Data Platform Message Specifications, page 30, or CME Market Data API Message Specifications, page 64. If you have any questions or concerns, please contact your CME Globex Account Manager at 312.634.8700; or in Europe at +44.207.623.2550. Thank you, CME ©2005 Chicago Mercantile Exchange Inc (CME). All rights reserved. The Globe Logo, Globex®, E-mini® and CME® are trademarks of CME.