Multiple Changes for FX Futures - Effective Sunday, November 1, 2009

Effective Sunday, November 1, 2009, the following changes to FX futures will be made:

Display Factor Changes for FX Futures:

Delisting the following FX Futures Intercommodity spreads:

·          Australian dollar v. Canadian dollar (6A-6C)

·          Australian dollar v. NZ dollar (6A-6N)

·          Japanese Yen v. Swiss franc (6J-6S)

·          Norwegian Krone v. Swedish Krona (NOK-SEK)

FX futures will change to a fixed tick increment of 1.

• E-mini EuroFX (tag 1151-SecurityGroup=E7)
• E-mini Japanese yen (J7)
• CME$INDEX (USD)
• Australian dollar (6A)
• Canadian dollar (6C)
• Euro FX (6E)
• Japanese yen (6J)
• New Zealand dollar (6N)
• Swiss franc (6S)

Currently, these futures use the Variable Tick Tables (VTT) 5 and 7. Both VTT 5 and 7 have a fixed tick size of 1.

These changes will be available in New Release for quote vendor testing Monday, October 19.

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