• ITC 2.1 Price Indicator “M” Cross Trade Messages - Effective Monday, November 2, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-244
      • Notice Date
      • 23 October 2009
      • Effective Date
      • 02 November 2009
    • As a reminder, on November 2, 2009, ITC 2.1 Price Indicator “M” Cross Trade Messages will be disseminated for CME, CBOT, COMEX and NYMEX in CME’s flavor of ITC 2.1. All prices and volume associated with cross trade messages should be incorporated in the calculation of daily high/lows and cumulative volume totals.  We recommend that you indicate that these are cross trades, as you have for NYMEX/COMEX in the past.


       Please review the sample ITC 2.1 Cross Trade Messages below.


      Sample ITC 2.1 Cross Trade Messages


      aM   FN L00000021226540Rb AD  Z09DZ09                        5 0092650+T       c

      aM   FN L00000031226560Rb AD  Z09DZ09                        5 0092660+T       c

      aM   Ft L00000041227070Rb AD  Z09DZ095 0092670+TM0000012Ac

      aM   Ft L00000051227170Rb AD  Z09DZ095 0092680+TM0000015Ac

      aM   Ft L00000061227260Rb AD  Z09DZ095 0092690+TM0000017Ac


      aB   FN L00000021228470Rb C   H10BH10                        E 0004100+T       c

      aB   FN L00000031228520Rb C   H10BH10                        E 0004102+T       c

      aB   Ft L00000041228550Rb C   H10BH10E 0004104+TM0000011Ac

      aB   Ft L00000051228580Rb C   H10BH10E 0004106+TM0000012Ac

      aB   Ft L00000061229110Rb C   H10BH10E 0004110+TM0000013Ac


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