Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | CME® to Cease Disseminating Eurodollar Indicative Quotes In ITC 2.1 Format – Effective Sunday, October 16, 2005
Notice Date | 2005-09-28
Notice Number | Q2005-137
Effective Date |
Effective Sunday, October 16, 2005 for trade date Monday, October 17, 2005, CME will cease disseminating indicative quotes from the Enhanced Options System (EOS) in the ITC 2.1 format. Indicative quotes will continue to be disseminated via RLC format. Indicative quotes are useful to customers for purposes of eliciting actionable quotes from designated Market Makers, especially as they pertain to complex options spreads. We suggest that any distributors wishing to make the indicative quotes available to their customers write to the RLC specification. For additional information on indicative quotes, please refer to Notice #Q2005-96 dated July 21, 2005, which includes Sample Indicative Price Quote Messages and the New RLC “MX” Message Layout, in addition to recommendations for display of the indicative quotes. 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.