• Price Format Changes for DJ-UBS Commodity Index Futures, S&P GSCI ER Index Futures, S&P GSCI Futures/Options, and Mexican Peso Options Strike Format Change

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 13-163
      • Notice Date
      • 03 April 2013
      • Effective Date
      • 08 April 2013
    • As previously announced, CME Group will modify the trade tick size and final settlement price increment on the S&P GSCI ER Futures, as well as the final settlement price increment on the DJ-UBS Commodity Index Futures and S&P GSCI Futures/Options effective April 8, 2013. As a result of this change, the price format will change on the text version of the Settlement Price File and SPAN file. The changes are currently in the New Release Environment and will become effective in Production April 8, 2013.
      In addition, due to customer request; the strike format display will be expanded to include currently truncated (implied) digits for the Mexican Peso Options. There is no change to the actual economic value of Mexican Peso Strikes; the change is limited to the format on the text Settlement Price file and SPAN File. This change is also currently in the New-Release environment.

      For full text of advisory, click here