ITC 2.1 Block Spread Messages Changes - Effective February 8, 2010

Effective February 8, 2010, ITC 2.1 Block Spread messages disseminated via the CME MDP floor channel will now be disseminated with the following:

·          Product Classification Code “L” (Combinations with Legs)

·         Category Code  “e” (Exceptional Message)

·         7-digit volume in the spread header

The Category Code “e” message will be disseminated for the following Block Spreads:

Sample ITC 2.1 Message

aN   Le U00000061005000Rb RTH BLOCK SPRD      BF032 0000010+TD0000025ABF CL  G10JF10                  F CL  H10LG10

 F CL  M10JK10                  c

aB   Le U00000061038000Rb RTH BLOCK SPRD      DN02E 0000010+TD0000031ABO CY  G10C0003200+AC   H10LF10E                    F C   H10B      H10 E 0000020+T 00041c

aM   Le U00013861258000Rb RTH BLOCK SPRD      OR022 0001550+TD0000100ABO DA  H10P0001350+ADA  H101J102                    O DA  K10C       0001450+ADA  K103M102                    c

Additional ITC 2.1 Sample messages maybe obtain here.

Ticker Test

ITC 2.1 ticker testing will be conducted  on Friday, January 22, 2010 and Friday, January 29, 2010.

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