This notice contains updated information on the following topics:
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FX Options MDP Message Changes
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Addition of New CME Globex ITC channels delayed until December 14, 2007
FX Options MDP Message Changes
Beginning Sunday, December 2, 2007, FX
Options market data messages on both Channels 5 and 205 will carry the appropriate expiration
indicator (“A” – American-style or “E” – European-style) for all messages types, including “Q”
messages (settlement prices).
In our previous notice,
Q2007-283
, quote vendors were advised that they could expect to see a change in MDP messages
for FX Options. Specifically, Channel 5 displays an “A” for both
American and European-style, while Channel 205 displays “A” for American-style and “E” for
European-style option expiration.
For the sake of consistency, beginning
Sunday, December 2, 2007
, all FX options market data messages (types “b”, “t” and “Q”) will include the
appropriate expiration indicator (“A” or “E”), regardless of MDP channel designation.
New ITC Channels – December 14, 2007
To provide additional testing time for all quote vendors, CME Group is
delaying the implementation of the new CME Globex ITC
Channels on the MDP until
Friday
,
December 14, 2007. At that time, Channels 4-6 will be decommissioned and
replaced by
Channels 200-207
.
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