FX Options Strategies To Begin Trading on the CME
Globex
®
Platform – Effective Sunday, September 30, 2007
Effective
Sunday, September 30, 2007
(trade date Monday, October 1), the following American style horizontal and risk reversal
FX option strategies will be available for trading on the CME Globex platform. Strategy Type codes are
HO for horizontal spreads and
RR for Risk Reversals.
|
FX Option Contract
|
Product Code
|
|
Euro FX Options
|
6E
|
|
Japanese Yen Options
|
6J
|
|
British Pound Options
|
6B
|
|
Swiss Franc Options
|
6S
|
|
Canadian Dollar Options
|
6C
|
|
Australian Dollar Options
|
6A
|
|
New Zealand Dollar Options
|
6N
|
|
Mexican Peso Options
|
6M
|
|
Russian Ruble Options
|
6R
|
The
Strategy Type Code resides in position 727-728 in the Instrument Creation (MO) RLC Market Data
message. For more information, please refer to the
RLC Message Specifications document
in the Market Data Platform SDK. |