Designated Contract Market Rules : 15147
Organization: ICE US
Description: Allows the electronic calendar spread algorithm to price legs outside the daily price limit as it is the differential, not the price, that the traders would be trading. ICE US #08-6
Official Receipt Date: 2008-01-18 00:00:00
Status: Certified
Date: 2008-04-01 00:00:00
Remarks:
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ICE US Rule Self Certification on 011808: rul011808iceus001 |