COMEX Floor Options Spread Reporting Change -- Effective March 30, 2009

Effective March 30, 2009, there will be a change to the current way COMEX Option Spreads are disseminated via  the COMEX ITC2 Floor Feed (MDP Channel 45).  COMEX Floor Operations will be identifying and reporting Options Spreads similar to the way Options Spreads are currently identified and reported on the NYMEX Trading floor.  COMEX Floor Options Spreads will no longer be reported generically using trade types Intra-Commodity Spread (ITC2 Combination Code 'SP') or Hedge (ITC2 Combination Code 'HE'), and will instead, use the strategy types as defined in the following table:

NOTE:  For  your convenience, a file of sample ITC2 messages is attached to the email containing the Market Data Operations Weekly Update from which you linked to this particular notice.

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