Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Enhancements to Implied Functionality on CME Globex -- Effective November 2, 2008
Notice Date | 2008-10-02
Notice Number | Q2008-209
Effective Date | 2008-11-02
On Sunday, November 2, 2008 (trade date Monday, November 3), CME Group will implement enhancements to the implied functionality feature on CME Globex. Implied functionality for Eurodollar Pack Spreads, including Pack Butterflies, is supported for the first 10 years listed. Quote Vendors are not required to certify for these enhancements; however, we encourage testing of these enhancements in the New Release environment, which are now available. As a reminder, on November 16, 2008 (trade date November 17), Implied Treasury Intercommodity Spreads (ICS) will be available for trading. These spreads are also currently available in the New Release environment. A Client Impact Assessment is now available with detailed information Please contact Market Data Operations (MDO) at mdo@cmegroup.com , if you have any questions concerning this notice.