• Display Factor Changes

      • To
      • CME Globex Customers
      • From
      • CME Globex Account Management
      • #
      • 20091113
      • Notice Date
      • 13 November 2009
    • CME Group view as web page
      CME Globex Notice November 13, 2009
      Display Factor Changes

      Effective Sunday, December 13, the tag 9787-DisplayFactor values for the following products will be changed.

      These changes are designed to better reflect the market convention trade prices, and are to be used for display purposes only. Customers who rely on the DisplayFactor will see the new display formats without taking any action. Customers who prefer to keep the original price formats must cease leveraging the DisplayFactor for these instruments.

      More information on tag 9787-DisplayFactor is available in the  FIX/FAST Message Specifications module of the FIX/FAST SDK.

      Display Factor Changes

      Product Tag 55-Symbol Tag 1151-SecurityGroup Current
      Tag 9787-DisplayFactor      		 New
      Tag 9787-DisplayFactor
      CME Interest Rate Options
      1-Year Mid-Curve Eurodollar E0 GE0 1 0.01
      1-Year Weekly Mid-Curve Eurodollar E0 E0# (1-5) 1 0.01
      2-Year Mid-Curve Eurodollar E2 GE2 1 0.01
      5-Year Mid-Curve Eurodollar E5 GE5 1 0.01
      Eurodollar ZE GE 1 0.01
      CME FX Options
      American-style CHF/USD OF 6S 0.0001 0.01
      American-style Weekly CHF/USD XS 6S# (1-5) 0.0001 0.01
      American-style JPY/USD OJ 6J 0.000001 0.01
      American-style Weekly JPY/USD XJ 6J# (1-5) 0.000001 0.01
      American-style CAD/USD OV 6C 0.0001 0.01
      American-style Weekly CAD/USD XD 6C# (1-5) 0.0001 0.01
      American-style GBP/USD XB 6B 0.0001 0.01
      American-style Weekly GBP/USD XB 6B# (1-5) 0.0001 0.01
      American-style AUD/USD ZA 6A 0.0001 0.01
      American-style Weekly AUD/USD ZA 6A# (1-5) 0.0001 0.01
      European-style AUD/USD ZA XAD 0.0001 0.001
      European-style Weekly AUD/USD ZA XA# (1-5) 0.0001 0.001

      Please note: changes to tag 9787 values will also be implemented for the following fractional price products. As a reminder, CME Group does not recommend using the DisplayFactor information for any products with fractional prices. Instruments with fractional prices are identified in the Security Definition (tag 35-MsgType=d) message in the repeating group tag 871-InstAttribType=24, tag 872-InstAttribValue=12.

      Fractional Products Display Factor Changes

      Product Tag 55-Symbol Tag 1151-SecurityGroup Current
      Tag 9787-DisplayFactor      		 New
      Tag 9787-DisplayFactor
      CBOT Commodity Futures & Future Spreads
      E-mini Corn XC XC 0.01 1
      E-mini Soybean XK XK 0.01 1
      E-mini Wheat XW XW 0.01 1
      Corn ZC ZC 0.01 1
      Oat ZO ZO 0.01 1
      Soybean ZS ZS 0.01 1
      Wheat ZW ZW 0.01 1
      CBOT Commodity Options
      Corn OC OZC 0.01 1
      Oat OO OZO 0.01 1
      Wheat OW OZW 0.01 1
      Soybean Calendar Spread Options Q1 12S, SZ5 0.01 1
      Corn Calendar Spread Options Q1 CZS, CZC 0.01 1
      Rough Rice RR OZR 0.001 1
      Soybean SQ OZS 0.01 1
      Wheat Calendar Spread Options W1 CZW, WC6 0.01 1
      CBOT Equity Options
      Dow $10 O$ OZD 1 0.01
      MGEX Futures & Future Spreads
      National Corn Index IC IC 0.01 1
      Hard Red Winter Wheat Index IH IH 0.01 1
      Hard Red Spring Wheat Index IP IP 0.01 1
      National Soybean Index IS IS 0.01 1
      Soft Red Winter Wheat Index IW IW 0.01 1
      Hard Red Spring Wheat MW MWE 0.01 1
      KCBT Futures & Future Spreads
      Wheat KE KE 0.01 1

      These tag 9787-DisplayFactor changes will be available for customer testing in New Release this Monday, November 16.

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