Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | New Floor spread types for CME Open Outcry in ITC 2.1 Format
Notice Date | 2008-09-26
Notice Number | Q2008-197
Effective Date | 2008-10-13
Effective Monday, October 13, 2008 , two new spread types will be introduced for trading on the CME Open Outcry environment. Due to the steady increase of dairy options call/put bundles and risk reversal bundles CME Group has created these new spreads for more efficient reporting. These spreads will be sent down Channel 3 of CME MDP in the ITC 2.1 Format. A ticker test will be conducted on Friday, October 3, 2008 at 5:00pm over Channel 3 of MDP. Please see below for samples of these new spread types: Options Bundle spread Spread type OB Number of legs 2 Leg types 2 option legs aM Lt H00002831046560Rb RTH SPRD OB022 0000025+TD0000005AO DA V08P0002000+ADA V08TV082 O DA Z08P0002000+ADA Z08UZ082 c aM Lt H00002841049010Rb RTH SPRD OB022 0000010+TD0000017AO JQ F09C0001400+ADA F09SF092 O JQ K09C0001400+ADA K094M092 c aM Lt H00002851050330Rb RTH SPRD OB022 0000025-TD0000008AO JQ F09C0001400+ADA F09SF092 O JQ K09C0001400+ADA K094M092 c aM Lt H00002861051220Rb RTH SPRD OB024 0000055+TD0000004AO DY U08P0100000+ADY U082V084 O DY V08P0100000+ADY V08TV084 c aM Lt H00002871053370Rb RTH SPRD OB023 0000900-TD0000005AO CB U08C0134000+ACB U082V083 O CB V08C0134000+ACB V08TV083 c Risk Reversal Bundle spread Spread type OR Number of legs 2 or 3 Legs types 2 option legs or 2 option legs + 1 future leg aM Lt H00002881054170Rb RTH SPRD OR022 0000010+TD0000017AO DA U08P0001250+ADA U082V082 O DA F09C0001275+ADA F09SF092 c aM Lt H00002891057140Rb RTH SPRD OR024 0007300+TD0000005AO SP1 V08P0000025+AED Z080V084 O SP1 X08C0000040+AED Z08DX084 c aM Lt H00002901058000Rb RTH SPRD OR034 0043200+TD0000087AO SP1 V08P0000025+AED Z080V084 O SP1 X08C0000040+AED Z08DX084 F ED Z08EZ08 4 0009500+T 00007c aM Lt H00002911105520Rb RTH SPRD OR034 0001200-TD0000003AO SP1 V08Q0000015+AED Z080V084 O SP1 X08D0000010+AED Z08DX084 F ED Z08EZ08 4 0009500+T 00007c aM Lt H00002921106170Rb RTH SPRD OR024 0000800+TD0000004AO SP1 V08Q0000015+AED Z080V084 O SP1 X08D0000010+AED Z08DX084 c