• Enhancements to Implied Functionality on CME Globex-- Effective November 2, 2008

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2008-209
      • Notice Date
      • 02 October 2008
      • Effective Date
      • 02 November 2008

    • On Sunday, November 2, 2008 (trade date Monday, November 3), CME Group will implement enhancements to the implied functionality feature on CME Globex.  Implied functionality for Eurodollar Pack Spreads, including Pack Butterflies, is supported for the first 10 years listed.

       

      Quote Vendors are not required to certify for these enhancements; however, we encourage testing of these enhancements in the New Release environment, which are now available.

       

      As a reminder, on November 16, 2008 (trade date November 17), Implied Treasury Intercommodity Spreads (ICS) will be available for trading. These spreads are also currently available in the New Release environment.

       

      A Client Impact Assessment is now available with detailed information

       

      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.

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