| GLOBEX Advisory Notices |
| To |
CME Globex Customers |
| From |
CME Globex Account Management |
| Subject |
FirmSoft Report Changes |
| Notice Date |
2008-02-19 |
| Notice Number |
20080219a |
| Effective Date |
1969-12-31
|
| FirmSoft Report Changes
|
In
conjunction with the scheduled launch of volatility-quoted FX options on CME Globex on
Sunday, March 9, the report mode in FirmSoft will be updated to include the
following new columns. These columns will be added to the right of all existing report mode data.
- Volatility
- Underlying Price
- Option Delta
- Risk Free Rate
- Expiration Time Value
If you have any questions or concerns regarding this change please contact your
CME Globex Account Manager at
312.634.8700; or at +44.20.7796.7100 in Europe or +852.3101.7696 in Asia.
More information on the new volatility-quoted options and the associated messaging and
functionality enhancements is available in the
Volatility-Quoted Options Client Impact Assessment. |
CME
Group is the trademark of CME Group, Inc. The Globe logo, Globex®, Globex Trader® and CME® are
trademarks of Chicago Mercantile Exchange, Inc. CBOT® is the trademark of the Board of Trade and
the City of Chicago.
Copyright © 2008 CME Group. All rights reserved.
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