GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | FirmSoft Report Changes
Notice Date | 2008-02-19
Notice Number | 20080219a
Effective Date | 1969-12-31
FirmSoft Report Changes
In conjunction with the scheduled launch of volatility-quoted FX options on CME Globex on Sunday, March 9, the report mode in FirmSoft will be updated to include the following new columns. These columns will be added to the right of all existing report mode data. Volatility Underlying Price Option Delta Risk Free Rate Expiration Time Value If you have any questions or concerns regarding this change please contact your CME Globex Account Manager at 312.634.8700; or at +44.20.7796.7100 in Europe or +852.3101.7696 in Asia. More information on the new volatility-quoted options and the associated messaging and functionality enhancements is available in the Volatility-Quoted Options Client Impact Assessment.
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