GLOBEX Advisory Notices
To CME Globex Customers
From CME Globex Account Management
Subject CME Equity and CME FX Spreads Leg Execution Reports
Notice Date 2006-04-28
Notice Number 042806-7
Effective Date 2006-04-28

Dear CME Globex Customers,

Effective June 25, 2006 (for trade date Monday, June 26), to enhance the transparency of the markets, CME is scheduled to launch leg execution reports for CME Equity and CME FX spreads.

As a reminder, position 777 of the MO message indicates whether a product will return legs and create implied orders.

CME Equity and CME FX spreads leg execution reports will be available for testing in the CME certification environment Monday, May 15. A short suite of optional tests for this functionality is currently available in the CME AutoCert tool.

More information and documentation is available online.

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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