• Independence Day Trading Schedule - Effective Friday, July 3, 2009

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      • Quote Vendors
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      • Market Data Operations
      • #
      • Q2009-136
      • Notice Date
      • 23 June 2009
      • Effective Date
      • 03 July 2009
    • CME Group will observe the Independence Holiday on Friday, July 3, 2009 and will be open for trading, only for select products on Globex®. For additional information regarding trading hours and products, please review the Holiday Trading Schedule. The following outlines the details regarding how the July 3, 2009, trading day will be handled for the purpose of market data distribution:



      ·           The July 3 Globex trading session will be considered its own trade date , which deviates from the normal Globex holiday trading market data distribution process.

      ·          The trades that occur during this session will not be cleared until Monday, July 6, 2009.

      ·          All products, which are open for trading on Friday, July 3, 2009, will open at normal trading hours on Thursday, July 2, 2009 and end at the specified time within the Holiday Trading Schedule.

      ·          Settlement prices will be sent for CME and CBOT products only via the ITC Category Code Q messages, and the appropriate FIX/FAST messages will be sent at the end of trading on July 3, 2009.  Please note that they will be the same settlement prices that were sent on July 2, 2009.

      ·          Category Code V, H and J messages will also be sent at the end of the July 3th trading session.

      ·          ITC Category Code I messages for trade date July 2, 2009 will be sent on July 3, 2009 at their normal transmission time.

      ·          ITC Category Code I messages will not be disseminated for trade date July 3th as the volume and open interest will be considered part of the cumulative volume for trade date Monday, July 6, 2009, which will be disseminated on Tuesday, July 7, 2009.


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