| Market Data Advisory Notices |
| To |
Quote Vendors |
| From |
Market Data Operations |
| Subject |
Book Depth Change for U.S. Treasury, Swap and Fed Fund Options - Effective May 4, 2008 |
| Notice Date |
2008-04-07 |
| Notice Number |
Q2008-068 |
| Effective Date |
2008-05-04
|
In response to several requests from CME Group
customers, beginning
Sunday, May 4
(trade date Monday, May 5), the market data book depth for
all U.S. Treasury, Swap and Fed Fund options on futures
sent via the MDP -- channel 116 -- will change to
three deep
. Currently, these markets only support
top-of-book market depth. This change will impact both the FIX/FAST and RLC-format market
data books. The complete list of impacted products is available in the
attached table.
This change will be available for customer testing in the New Release environment on Monday,
April 14.
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