New Floor spread types for CME Open Outcry in ITC 2.1 Format

Effective Monday, October 13, 2008, two new spread types will be introduced for trading on the CME Open Outcry environment.  Due to the steady increase of dairy options call/put bundles and risk reversal bundles CME Group has created these new spreads for more efficient reporting.  These spreads will be sent down Channel 3 of CME MDP in the ITC 2.1 Format.  A ticker test will be conducted on Friday, October 3, 2008 at 5:00pm over Channel 3 of MDP.

Please see below for samples of these new spread types:

Options Bundle spread

Spread type             OB

Number of legs    2

Leg types         2 option legs

aM   Lt H00002831046560Rb RTH SPRD            OB022 0000025+TD0000005AO DA  V08P0002000+ADA  V08TV082                    O DA  Z08P0002000+ADA  Z08UZ082                    c

aM   Lt H00002841049010Rb RTH SPRD            OB022 0000010+TD0000017AO JQ  F09C0001400+ADA  F09SF092                    O JQ  K09C0001400+ADA  K094M092                    c

aM   Lt H00002851050330Rb RTH SPRD            OB022 0000025-TD0000008AO JQ  F09C0001400+ADA  F09SF092                    O JQ  K09C0001400+ADA  K094M092                    c

aM   Lt H00002861051220Rb RTH SPRD            OB024 0000055+TD0000004AO DY  U08P0100000+ADY  U082V084                    O DY  V08P0100000+ADY  V08TV084                    c

aM   Lt H00002871053370Rb RTH SPRD            OB023 0000900-TD0000005AO CB  U08C0134000+ACB  U082V083                    O CB  V08C0134000+ACB  V08TV083                    c

Risk Reversal Bundle spread

Spread type             OR

Number of legs          2  or 3

Legs types        2 option legs  or  2 option legs + 1 future leg

aM   Lt H00002881054170Rb RTH SPRD            OR022 0000010+TD0000017AO DA  U08P0001250+ADA  U082V082                    O DA  F09C0001275+ADA  F09SF092                    c

aM   Lt H00002891057140Rb RTH SPRD            OR024 0007300+TD0000005AO SP1 V08P0000025+AED  Z080V084                    O SP1 X08C0000040+AED  Z08DX084                    c

aM   Lt H00002901058000Rb RTH SPRD            OR034 0043200+TD0000087AO SP1 V08P0000025+AED  Z080V084                    O SP1 X08C0000040+AED  Z08DX084                    F ED  Z08EZ08 4 0009500+T 00007c

aM   Lt H00002911105520Rb RTH SPRD            OR034 0001200-TD0000003AO SP1 V08Q0000015+AED  Z080V084                    O SP1 X08D0000010+AED  Z08DX084                    F ED  Z08EZ08 4 0009500+T 00007c

aM   Lt H00002921106170Rb RTH SPRD            OR024 0000800+TD0000004AO SP1 V08Q0000015+AED  Z080V084                    O SP1 X08D0000010+AED  Z08DX084                    c