• Pre-Open Interest Rate Options

      • To
      • Quote Vendors
      • From
      • Market Data Operation
      • #
      • Q2009-061
      • Notice Date
      • 19 March 2009
      • Effective Date
      • 05 April 2009
    • Effective Sunday, April 5, 2009 (trade date Monday, April 6), a new CME Globex® pre-open market state, (the time period before the trading session opens and when customers can begin entering, modifying and canceling orders for the following trading day), for all CME and CBOT Interest Rate options will be introduced.  Currently, only futures markets on CME Globex have a pre-open market state.

       

       Additional Information

      ·          The new schedule for the Interest Rate options will now match the schedules for their underlying futures.

      ·          The Interest Rate options are currently available for testing in New Release.

       

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