Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | MESSAGE PROCESSING ALERT -- Regarding Leg Execution Information for CME FX Spread Trades
Notice Date | 2006-07-28
Notice Number | Q2006-130
Effective Date | 2006-07-28
PLEASE BE AWARE that CME Market Data Distributors should not be displaying the leg prices for CME FX spread trades (sent as M6 messages), as outrights in their market data display systems. CME began sending these messages on Sunday, July 9, 2006. Several complaints have been received from customers, saying that this data, which is both displayed on their market data screens and in their distributor charts, results in inaccurate data points. For additional information, please refer to the Summer 2006 CME Equity and CME FX Enhancements Client Impact Assessment and the Summer 2006 CME Equity and CME FX Enhancements AutoCert Guide available at cme.com 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.