Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Attention RLC Users: CME Group Implementing Zero and Negative Price Support on CME Globex - Effective Sunday, September 30, 2007
Notice Date | 2007-09-14
Notice Number | Q2007-237
Effective Date | 2007-09-30
As a reminder (see Q2007-135 and Q2007-063, which includes detail on ITC 2.1 changes for this functionality which was implemented earlier this year), coincidental to the launch of Weekly Weather futures contracts on Sunday, September 30, 2007 (trade date Monday, October 1), CME Group will implement functionality to support: · Zero and negative strike prices for options; · Negative trade and settlement prices for futures; · Expanded six-byte strike price fields on the CME Globex platform. Testing Availability The attached chart depicts test products and conditions for which customers may currently test this new functionality in the Certification environment.