Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | CME to Launch Implied Functionality for NYMEX Energy Futures Spreads Listed on CME Globex -- Start Date: To Be Announced
Notice Date | 2006-07-05
Notice Number | Q2006-114
Effective Date | 2006-07-05
CME® is implementing implied functionality for the following NYMEX Energy futures spreads listed on the CME Globex electronic trading platform. The implied functionality is currently available for testing in the CME certification environment. The effective date for this functionality in production will be announced shortly. Calendar Spreads --Crude Oil --Heating Oil --RBOB Gasoline --Natural Gas Penultimate --Natural Gas Last Day --Brent Crude Oil --Northwest Europe Gasoil --NYMEX miNYTM Crude Oil --NYMEX miNY Gasoline --NYMEX miNY Heating Oil --NYMEX miNY Natural Gas --NYMEX miNY Brent Crude Oil Inter-commodity Spreads --RBOB Gasoline – Heating Oil 1:1 Crack Spreads --Crude Oil – Heating Oil --Crude Oil – RBOB Gasoline As a reminder, the Implied Spread Indicator (Position 777) of the CME Market Data MO (m-oh) message indicates whether a product will return legs and create implied orders. For more information, please see CME Market Data Platform Message Specifications or CME Market Data API Message Specifications. If you have any questions regarding this notice, please contact: Marilee Radecki 312.930.8193 mradecki@cme.com Kevin Brady 312.648.3653 kbrady@cme.com Thank you.