Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Changes to ITC 2.1 Category Code I Volume and Open Interest Messages – Effective September 22, 2008
Notice Date | 2008-09-11
Notice Number | Q2008-187
Effective Date | 2008-09-22
Beginning, Monday, September 22, 2008, (trade date September 19), CME Group will implement the following changes to the dissemination of volume and open interest messages (ITC 2.1 Category Code I) via CME Market Data Platform (MDP). The adjusted Final open interest will now be disseminated within Category I messages at approximately 8:20 a.m. (CT). · The Preliminary (Estimated) volume and open interest messages for a given trade date will be disseminated on the next business day around 6:50 a.m. CST. Preliminary volume and open interest messages will contain an ‘E’ in the volume and open interest indicator fields · The Final (Actual) volume and open interest messages for a given trade date will be disseminated on the next business day around 8:20 a.m. CST. Final volume and open interest messages will contain an ‘A’ in the volume and open interest indicator fields Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.