• FX Options VTT Eligibility - Effective July 25 , 2010

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      • Market Data Notices
      • #
      • Q2010-148
      • Notice Date
      • 07 July 2010
      • Effective Date
      • 25 July 2010
    • Effective Sunday, July 25, the following CME FX options on futures will change to the variable minimum tick increment of 02. Currently, these instruments use a fixed tick increment.


      ·         EUR/CHF (tag 1151-SecurityGroup=RF)

      ·         EUR/JPY (tag 1151=RY)

      ·         EUR/GBP (tag 1151=RP)


      The Variable Tick Table (VTT) values and corresponding minimum tick increments per price are defined in the instrument’s Security Definition message (tag 35-MsgType=d) in the repeating group tag 871-InstAttribType=23, tag 872-InstAttribValue=variable tick table value, as described in the FIX/FAST Message Specifications module of the FIX/FAST SDK.


      These options will be available with the VTT enabled in New Release for customer testing Monday, July 12.