Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | REMINDER and UPDATE: RLC Message Format Only-- Variable Tick Threshold Levels to Change
Notice Date | 2006-03-28
Notice Number | Q2006-43
Effective Date |
Effective Sunday, April 2, 2006 for Trade Date Monday, April 3, 2006, the variable tick threshold levels will be raised from 3.00 Index points to 5.00 Index points for the S&P 500®, S&P/Citigroup GrowthTM and S&P/Citigroup ValueTM options, and for the E-mini® S&P 500 options and option strategies (ES). This change affects the Trading Floor and CME Globex options pricing. Please view the attached memo for more information.