• Price Format changes for Euro FX/GBP (RP) and Euro FX/JPY (RY) Futures

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 13-220
      • Notice Date
      • 14 May 2013
      • Effective Date
      • 20 May 2013
    • As previously announced, CME Group will allow a reduced tick increment for calendar spread trades for Euro FX/GBP Cross Rate (RP) and Euro FX/JPY Cross Rate (RY) effective May 20th 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 May 20th, 2013.
      Settlement Price Format                                                Current Production                                                  Production May 20th

      Euro FX/GBP Cross Rate (RP)



      Euro FX/JPY Cross Rate (RY)    



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