Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | FX Options Strategies To Begin Trading on the CME Globex Platform - Effective Sunday, September 30, 2007
Notice Date | 2007-08-31
Notice Number | Q2007-221
Effective Date | 2007-09-30
FX Options Strategies To Begin Trading on the CME Globex ® Platform – Effective Sunday, September 30, 2007 Effective Sunday, September 30, 2007 (trade date Monday, October 1), the following American style horizontal and risk reversal FX option strategies will be available for trading on the CME Globex platform. Strategy Type codes are HO for horizontal spreads and RR for Risk Reversals.
FX Option Contract | Product Code
Euro FX Options | 6E
Japanese Yen Options | 6J
British Pound Options | 6B
Swiss Franc Options | 6S
Canadian Dollar Options | 6C
Australian Dollar Options | 6A
New Zealand Dollar Options | 6N
Mexican Peso Options | 6M
Russian Ruble Options | 6R
The Strategy Type Code resides in position 727-728 in the Instrument Creation (MO) RLC Market Data message. For more information, please refer to the RLC Message Specifications document in the Market Data Platform SDK.