Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Block Trading Approved for CBOT Interest Rate Products - Effective January 28, 2008
Notice Date | 2008-01-24
Notice Number | Q2008-020
Effective Date | 2008-01-28
Effective January 28, 2008, CME Group will begin disseminating Block trades via the Market Data Platform (MDP) for CBOT Interest Rate Products. All Block trades will be disseminated via the CBOT ITC Floor Channel 100 and will include the following: · Exchange ID of “B” · Open Outcry Ticker Symbol (even though the Block Trade is done on Globex) · Category Code ”E” message with an Exceptional Indicator Code “ B" Please be aware that block trades should not update (Open(s), High(s), Low(s) or Last(s)) and should be processed in the same manner as current CME products which allow block trading. Key information concerning Block trading for CBOT Interest Rate products in attached.