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Dear CME Globex Customers,
Effective Sunday, May 21, 2006 (for trade date Monday, May 22), to simplify and streamline customer processing of CME-listed spreads, CME is implementing
new Spread Type values for the Instrument Creation (MO) message, position 727-728. These new values can be used to easily
determine the spread type and associated listing conventions. Please see the following table for the complete list of new
Spread Type values.
| Spread Type |
Current Code |
Revised Code |
| Futures Calendar (CME Equity Futures Only) |
SP |
EQ |
| Futures Calendar (CME Foreign Exchange Futures, CME GSCI and CME GSCI ER Only) |
SP |
FX |
| Futures Calendar (CME HICP and CME CPI Futures Only) |
SP |
EC |
| Futures Pack |
HZ |
PK |
| Futures Bundle |
HZ |
FB |
| Futures Butterfly |
HZ |
BF |
| Futures Condor |
HZ |
CF |
| Futures Pack Spread |
HZ |
PS |
| Futures Pack Butterfly |
HZ |
PB |
These new Spread Type values will be available for customer testing in the CME certification environment Sunday, May 7.
More information on MO messages and Spread Type values is available in the CME Market Data Platform RLC 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
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