GLOBEX Advisory Notices
To CME Globex Customers
From CME Globex Account Management
Subject CME Globex Leg Execution Reports
Notice Date 2005-10-13
Notice Number 101305-1
Effective Date 2005-10-13

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 options spreads:

  • CME E-mini S&P 500® (commodity code: EZ)
  • CME E-mini NASDAQ-100® (commodity code: QZ)
  • CME E-mini Russell 2000® (commodity code: RQ)

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


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