The implementation of leg execution reporting on CME Equity and FX products has been moved to Sunday, July 9, 2006 (trade date Monday, July 10, 2006) to accommodate customer requests for additional testing.

Summary of Changes

As a reminder, a value of “2” in the Implied Spread Indicator field (Postion 777) of the Instrument Creation (MO) message will indicate whether a product will return legs and create implied orders.  An M6 broadcast message will also be generated for both the spread instrument and for each leg of the spread instrument.

CME Equity and CME FX spread leg execution reports are currently available for testing in the CME certification environment.   A short suite of optional tests for this functionality is currently available in the CME AutoCert tool.

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.