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Dear CME Globex Customers,
Effective this Sunday, April 2, 2006 (trade date April 3), to support the tick changes for the CME Equity options, CME is making the following changes to the variable tick table (VTT) index codes 01 and 04:
| F4 |
Price (P) |
Tick Size |
| 01 |
P < -500 |
10 |
| 01 |
-500 > P < 500 |
5 |
| 01 |
P > 500 |
10 |
| 04 |
P < -500 |
25 |
| 04 |
-500 > P < 500 |
5 |
| 04 |
P > 500 |
25 |
As a reminder, the VTT index code can be found in the MO (m-oh) message, position 576-577.
These changes to the VTT are currently available for testing in the CME certification environment via the 8B test options contract for the 01 index code and the 8A test options contract for the 04 index code.
Effective April 2, the CME S&P 500®, CME S&P 500/Citigroup Growth and CME S&P 500/Citigroup Value will use the new 01 VTT index code and the CME E-mini S&P 500 will use the new 04 VTT index code.
Complete information on the VTT and index codes can be found in the CME Market Data Platform Developers Guide, section 5.7.3.
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
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