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Dear CME Globex Customers,
Effective this Sunday, June 11, to simplify and streamline customer processing of CME-listed spreads, CME is implementing new Spread Type values for ITC
2.1 format market data messages. These new values can be used to easily determine the spread type and associated listing conventions.
The following new Spread Type values will be implemented for ITC-format market data messages for both trading floor and electronically
executed trades. Please note: all other calendar spreads will continue to use the "SP" Spread Type value.
| 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 Futures Only) |
SP |
FX |
| Futures Calendar (CME HICP and CME CPI Futures Only) |
SP |
EC |
CME will test these new ITC Spread Type values on Friday, June 2 and Friday, June 9 at approximately 4:45 p.m. CT. For questions
during the test, please contact CME Enterprise Technology Operations at 312.930.8160.
More information on ITC 2.1 format messages and Spread Type values is available in the CME Market Data Platform ITC 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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