GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | Implied Functionality for NYMEX Energy Spreads on the CME Globex Platform
Notice Date | 2006-06-29
Notice Number | 062906-2
Effective Date |
Dear CME Globex Customers, CME is launching implied functionality for the following NYMEX Energy futures spreads listed on the CME Globex electronic trading platform. The implied functionality is currently available for testing in the CME certification environment. Calendar Spreads Crude Oil Heating Oil RBOB Gasoline Natural Gas Penultimate Natural Gas Last Day Brent Crude Oil Northwest Europe Gasoil NYMEX miNYTM Crude Oil NYMEX miNY Gasoline NYMEX miNY Heating Oil NYMEX miNY Natural Gas NYMEX miNY Brent Crude Oil Inter-commodity Spreads RBOB Gasoline – Heating Oil 1:1 Crack Spreads Crude Oil – Heating Oil Crude Oil – RBOB Gasoline 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 or CME Market Data API Message Specifications. 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 ©2006 Chicago Mercantile Exchange Inc (CME). All rights reserved. The Globe Logo, Globex® and CME® are trademarks of CME