Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | New Equity Inter-Commodity Spread on the CME Globex Platform - Effective Sunday, September 9, 2007
Notice Date | 2007-08-23
Notice Number | Q2007-214
Effective Date | 2007-09-09
Effective Sunday, September 9, 2007 , a new inter-commodity spread will be introduced for trading on the CME Globex platform. The new E-mini S&P SmallCap 600 – E-mini Russell 2000 futures spread is a 2:1 ratio spread that will trade under Strategy Type Code IR. Implied functionality will not be supported for this spread. This new inter-commodity spread (IR) is currently available for customer testing in the New Release environment.