• RFC Functionality Available for All CBOT Interest Rate Options Products - Effective Sunday, March 29, 2009

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      • Quote Vendors
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      • Market Data Operations
      • #
      • Q2009-057
      • Notice Date
      • 12 March 2009
      • Effective Date
      • 29 March 2009
    • Effective Sunday, March 29, 2009 (trade date March 30), RFC functionality on CME Globex® will be made available for all CBOT interest rate options, subject to the same pre-execution communication rules applicable to CME interest rate options.

       

      Request for Cross (RFC) functionality, which allows a buy order and a sell order to be entered on a single ticket, is currently available for CME interest rate options trades on CME Globex, which result from allowable pre-execution communications.

       

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