The following changes that were scheduled to be implemented on Monday, March 16 have been postponed.
A new implementation date will be announced as soon as possible.
Due to customer demand, ITC2 price formats and fractional indicators will be changing on the following products:
Product |
Current fractional indicator/ price example |
NEW fractional indicator/ price example |
Current strike decimal locator/example |
New strike decimal locator/example |
$10 Dow Futures |
0 |
2 |
NA |
NA |
Options on $10 Dow Futures |
2 |
2 (no change) |
0 |
2 |
$5 Dow Futures |
0 |
2 |
NA |
NA |
Options on $5 Dow Futures |
0 |
2 |
0 |
2 |
$25 Dow Futures |
0 |
2 |
NA |
NA |
Options on OTC Ethanol Swaps |
3 |
4 0003480 |
3 0001250 |
4 0012500 |
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.