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Display Factor Changes for FIX/FAST on December 13, 2009 - Updated Information
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- To
- Quote Vendors
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- From
- Market Data Operations
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- #
- Q2009-262
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- Notice Date
- 20 November 2009
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- Effective Date
- 13 December 2009
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Effective Sunday, December 13, changes to tag 9787 values will also be implemented for the following fractional price products. As a reminder, CME Group does not recommend using the DisplayFactor information for any products with fractional prices. Instruments with fractional prices are identified in the Security Definition (tag 35-MsgType=d) message in the repeating group tag 871-InstAttribType=24, tag 872-InstAttribValue=12.
Fractional Products Display Factor Changes
Product
Tag 55-Symbol
Tag 1151-SecurityGroup
Current
New
Tag 9787-DisplayFactor
Tag 9787-DisplayFactor
CBOT Commodity Futures & Future Spreads
E-mini Corn
XC
XC
0.01
1
E-mini Soybean
XK
XK
0.01
1
E-mini Wheat
XW
XW
0.01
1
Corn
ZC
ZC
0.01
1
Oat
ZO
ZO
0.01
1
Soybean
ZS
ZS
0.01
1
Wheat
ZW
ZW
0.01
1
CBOT Commodity Options
Corn
OC
OZC
0.01
1
Oat
OO
OZO
0.01
1
Wheat
OW
OZW
0.01
1
Soybean Calendar Spread Options
Q1
12S, SZ5
0.01
1
Corn Calendar Spread Options
Q1
CZS, CZC
0.01
1
Rough Rice
RR
OZR
0.001
1
Soybean
SQ
OZS
0.01
1
Wheat Calendar Spread Options
W1
CZW, WC6
0.01
1
CBOT Equity Options
Dow $10
O$
OZD
1
0.01
MGEX Futures & Future Spreads
National Corn Index
IC
IC
0.01
1
Hard Red Winter Wheat Index
IH
IH
0.01
1
Hard Red Spring Wheat Index
IP
IP
0.01
1
National Soybean Index
IS
IS
0.01
1
Soft Red Winter Wheat Index
IW
IW
0.01
1
Hard Red Spring Wheat
MW
MWE
0.01
1
KCBT Futures & Future Spreads
Wheat
KE
KE
0.01
1
These tag 9787-DisplayFactor changes will be available for quote vendor testing in New Release this Monday, November 16.
The previously announced changes for tag 9787-DisplayFactorfor the following products have been Postponed. These changes will be removed from New Release and the current production values restored this Monday.
Product
Tag 55-Symbol
Tag 1151-SecurityGroup
Current
New
Tag 9787-DisplayFactor
Tag 9787-DisplayFactor
CME Interest Rate Options
1-Year Mid-Curve Eurodollar
E0
GE0
1
0.01
1-Year Weekly Mid-Curve Eurodollar
E0
E0# (1-5)
1
0.01
2-Year Mid-Curve Eurodollar
E2
GE2
1
0.01
5-Year Mid-Curve Eurodollar
E5
GE5
1
0.01
Eurodollar
ZE
GE
1
0.01
CME FX Options
American-style CHF/USD
OF
6S
0.0001
0.01
American-style Weekly CHF/USD
XS
6S# (1-5)
0.0001
0.01
American-style JPY/USD
OJ
6J
0.000001
0.01
American-style Weekly JPY/USD
XJ
6J# (1-5)
0.000001
0.01
American-style CAD/USD
OV
6C
0.0001
0.01
American-style Weekly CAD/USD
XD
6C# (1-5)
0.0001
0.01
American-style GBP/USD
XB
6B
0.0001
0.01
American-style Weekly GBP/USD
XB
6B# (1-5)
0.0001
0.01
American-style AUD/USD
ZA
6A
0.0001
0.01
American-style Weekly AUD/USD
ZA
6A# (1-5)
0.0001
0.01
European-style AUD/USD
ZA
XAD
0.0001
0.001
European-style Weekly AUD/USD
ZA
XA# (1-5)
0.0001
0.001
Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions.
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