Effective
Sunday, February 24, 2008
(trade date Monday, February 25), CME Group will list Pork Belly Futures Calendar and
Butterfly spreads for trading on the CME Globex platform.
The Calendar spreads will use Strategy Type Code
SP and the Butterfly spreads will use
BF. The Strategy Type Code can be found in position 727-728 in the Instrument
Creation (MO (m-oh)) RLC market data message. More information on the Strategy Type Code and
MO messages is available in the RLC Message Specifications module of the Market Data Platform
SDK.
These new spreads will be available in the New Release and
Certification environments for customer testing on
Monday, February 11, 2008.
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