Market Data Advisory Notices
To Quote Vendors
From Market Data Operations
Subject New Floor spread types for CME Open Outcry in ITC 2.1 Format
Notice Date 2008-09-26
Notice Number Q2008-197
Effective Date 2008-10-13

Effective Monday, October 13, 2008 , two new spread types will be introduced for trading on the CME Open Outcry environment.  Due to the steady increase of dairy options call/put bundles and risk reversal bundles CME Group has created these new spreads for more efficient reporting.  These spreads will be sent down Channel 3 of CME MDP in the ITC 2.1 Format.   A ticker test will be conducted on Friday, October 3, 2008 at 5:00pm over Channel 3 of MDP.


Please see below for samples of these new spread types:

Options Bundle spread

Spread type             OB

Number of legs    2

Leg types         2 option legs

 

aM   Lt H00002831046560Rb RTH SPRD            OB022 0000025+TD0000005AO DA  V08P0002000+ADA  V08TV082                    O DA  Z08P0002000+ADA  Z08UZ082                    c

aM   Lt H00002841049010Rb RTH SPRD            OB022 0000010+TD0000017AO JQ  F09C0001400+ADA  F09SF092                    O JQ  K09C0001400+ADA  K094M092                    c

aM   Lt H00002851050330Rb RTH SPRD            OB022 0000025-TD0000008AO JQ  F09C0001400+ADA  F09SF092                    O JQ  K09C0001400+ADA  K094M092                    c

aM   Lt H00002861051220Rb RTH SPRD            OB024 0000055+TD0000004AO DY  U08P0100000+ADY  U082V084                    O DY  V08P0100000+ADY  V08TV084                    c

aM   Lt H00002871053370Rb RTH SPRD            OB023 0000900-TD0000005AO CB  U08C0134000+ACB  U082V083                    O CB  V08C0134000+ACB  V08TV083                    c

 

 

Risk Reversal Bundle spread

Spread type             OR

Number of legs          2  or 3

Legs types        2 option legs  or  2 option legs + 1 future leg

 

aM   Lt H00002881054170Rb RTH SPRD            OR022 0000010+TD0000017AO DA  U08P0001250+ADA  U082V082                    O DA  F09C0001275+ADA  F09SF092                    c

aM   Lt H00002891057140Rb RTH SPRD            OR024 0007300+TD0000005AO SP1 V08P0000025+AED  Z080V084                    O SP1 X08C0000040+AED  Z08DX084                    c

aM   Lt H00002901058000Rb RTH SPRD            OR034 0043200+TD0000087AO SP1 V08P0000025+AED  Z080V084                    O SP1 X08C0000040+AED  Z08DX084                    F ED  Z08EZ08 4 0009500+T 00007c

aM   Lt H00002911105520Rb RTH SPRD            OR034 0001200-TD0000003AO SP1 V08Q0000015+AED  Z080V084                    O SP1 X08D0000010+AED  Z08DX084                    F ED  Z08EZ08 4 0009500+T 00007c

aM   Lt H00002921106170Rb RTH SPRD            OR024 0000800+TD0000004AO SP1 V08Q0000015+AED  Z080V084                    O SP1 X08D0000010+AED  Z08DX084                    c