• FirmSoft Report Changes

      • To
      • CME Globex Customers
      • From
      • CME Globex Account Management
      • #
      • 20080219a
      • Notice Date
      • 19 February 2008
    • FirmSoft Report Changes
      In conjunction with the scheduled launch of volatility-quoted FX options on CME Globex on Sunday, March 9, the report mode in FirmSoft will be updated to include the following new columns. These columns will be added to the right of all existing report mode data.
      • Volatility
      • Underlying Price
      • Option Delta
      • Risk Free Rate
      • Expiration Time Value

      If you have any questions or concerns regarding this change please contact your  CME Globex Account Manager at 312.634.8700; or at +44.20.7796.7100 in Europe or +852.3101.7696 in Asia.

      More information on the new volatility-quoted options and the associated messaging and functionality enhancements is available in the  Volatility-Quoted Options Client Impact Assessment.

      CME Group is the trademark of CME Group, Inc. The Globe logo, Globex®, Globex Trader® and CME® are trademarks of Chicago Mercantile Exchange, Inc. CBOT® is the trademark of the Board of Trade and the City of Chicago.

      Copyright © 2008 CME Group. All rights reserved.