Effective trade date Monday, July 27, 2009, the listing cycles for CSO contracts will be expanded to include additional non-consecutive spreads for Corn, Wheat and Soybean options on futures. In addition, the strike intervals for all non-consecutive spreads will change from one cent to five cents, while the consecutive spread options will remain at one cent strikes.
Product |
CME Globex Code |
Floor Code |
Strike Increments |
CORN |
|||
Consecutive Corn CSO* |
CZC |
PYC |
0.01 |
JULY-DEC Corn CSO** |
CZ6 |
CC6 |
0.05 |
DEC-JULY Corn CSO |
CZ8 |
8CC |
0.05 |
DEC-DEC Corn CSO |
12C |
CCZ |
0.05 |
WHEAT |
|||
Consecutive Wheat CSO* |
CZW |
WZC |
0.01 |
DEC-JULY Wheat CSO** |
WC6 |
CW6 |
0.05 |
JULY-DEC Wheat CSO |
WCM |
CWM |
0.05 |
JULY-JULY Wheat CSO |
12W |
CWN |
0.05 |
SOYBEAN |
|||
Consecutive Soybean CSO* |
CZS |
ZSC |
0.01 |
JULY-NOV Soybean CSO** |
SZ5 |
SC5 |
0.05 |
JAN-MAY Soybean CSO |
SZK |
KSC |
0.05 |
NOV-JULY Soybean CSO |
SZ9 |
SX9 |
0.05 |
NOV-NOV Soybean CSO |
12S |
SCX |
0.05 |
SOYBEAN MEAL |
|||
Consecutive Soybean Meal CSO* |
CZM |
MYC |
0.01 |
JULY-DEC Soybean Meal CSO** |
MC6 |
SM6 |
0.05 |
SOYBEAN OIL |
|||
Consecutive Soybean Oil CSO* |
CZL |
COY |
0.01 |
JULY-DEC Soybean Oil CSO** |
OC6 |
CO6 |
0.05 |
*Formerly named “Nearby”
**Formerly named “Old Crop / New Crop”
Testing Information
These products will be available for Quote Vendor testing in the new release environment starting July 13, 2009. In addition, an ITC 2.1 ticker testing will be held on Friday July 24, 2009 at approximately 5:00 p.m.
Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice. Thank you.