New ITC 2.1 Message Category for Bids and Asks for Spreads Traded on CME® Globex® -- Effective Sunday, December 4, 2005

Market Data Advisory Notices

To	Market Data Distributors
From	Market Data Operations
Subject	New ITC 2.1 Message Category for Bids and Asks for Spreads Traded on CME® Globex® -- Effective Sunday, December 4, 2005
Notice Date	2005-10-31
Notice Number	Q2005-152
Effective Date
Effective Sunday, December 4, 2005 (for trade date Monday, December 5, 2005), CME® will begin disseminating bids/asks on spread data with a bid/ask size that exceeds 99,999 via a new ITC 2.1 message, Category Code “b” (currently sent as a Category Code “B”). The Chicago Board of Trade already uses message type “b”, so distributors may already be familiar with it. For your convenience, a copy of the “b” message type layout is attached. Bid/ask spread messages with size under 99,999 will continue to be disseminated in Category Code “B” messages, as they are currently disseminated. Some sample “b” message are attached.