The following intermarket spreads may be executed on the trading
floor by
eligible members. These spreads may be traded only in the designated areas and must be
reported to the appropriate Trading Floor Operations staff.
FINANCIAL
PRODUCTS
Futures
Spread
Trading/Reporting Location
Fed Funds/2-Year
Note
Fed Funds pit
2-Year
Note/T-Bond
2-Year Note pit
2-Year Note/10-Year
Note
2-Year Note pit
2-Year Note/5-Year
Note 2-Year
Note pit
5-Year
Note/T-Bond
5-Year Note pit
5-Year Note/10-Year
Note
5-Year Note pit
10-Year
Note/T-Bond
10-Year Note pit
5/10/30-Year Swaps/any Treasury Future
1
Swaps pit
5/10/30-Year Swaps/Fed
Funds
Swaps pit
Options
Spread
Trading/Reporting Location
Options/Underlying
future
Relevant options pit
T-Bond Options/any Treasury Future
1
T-Bond Options pit
10-Year Note Options/any Treasury Future
1
10-Year Options pit
10-Year Note Options/T-Bond
Options
10-Year Options pit
5-Year Note Options/any Treasury Future
1
5-Year Options pit
5-Year Note Options/10-Year Note
Options
5-Year Options pit
5-Year Note Options/T-Bond
Options
5-Year Options pit
2-Year Note Options/any Treasury Future
1
2-Year Options pit
2-Year Note Options/5-Year Note
Options
2-Year Options pit
AGRICULTURAL PRODUCTS
Futures
Spread
Trading/Reporting Location
Soybean
Crush
Bridge between
Oil/Meal pits (report in Oil)
Meal/Oil
Bridge between
Oil/Meal pits (report in Oil)
Soybeans/Meal
Meal pit
Meal/Corn
Meal pit
Soybeans/Oil
Oil pit
Spread
Trading/Reporting Location
Corn/Soybeans
Soybean pit
Wheat/Soybeans
Wheat pit
Wheat/Corn
Oat pit
Wheat/Oats
Oat pit
Corn/Oats
Oat pit
Soybeans/Mini
Soybeans
Soybean pit
Corn/Mini
Corn
Corn pit
Wheat/Mini
Wheat
Wheat pit
Options
Spread
Trading/Reporting Location
Bean Options/Meal Options/Oil
Options
Meal/Oil Options
pit
Meal Options/Oil
Options
Meal/Oil Options
pit
Soybean Options/Corn
Options
Soybean
Options pit
Wheat Options/Corn
Options
Wheat Options pit
Wheat Options/Soybean
Options
Wheat Options
pit
Oil Options/Soybean
Options
Oil Options
pit
Meal Options/Soybean
Options
Meal Options
pit
Meal Options/Corn
Options
Meal Options
pit
Oat Options/Corn
Options
Oat Options
pit
Questions regarding this advisory may be directed to
the following individuals in Market Regulation:
Jennifer Baum, Associate Director, 312.341.3124
Jennifer Dendrinos, Senior Daily Investigator,
312.341.7812
Robert Sniegowski, Associate
Director, 312.648.5493
1 Treasury Futures include 30-Year T-Bonds, 10-Year Notes, 5-Year Notes and 2-Year
Notes
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