February 12th, 2009, 1:36 pm
QuoteOriginally posted by: MikeNNDoes anyone know what the order of execution for bonds and notes options are on CBOT are? Is it first in first out? Is it a % of total on that price like in ZQ? Or is it a more complex equation like in Eurodollars?thanks in advanceFor what it's worth to you, I believe that Eurodollars are particular and the rest of CME products are "FIFO." None of the CME products are equivalent to the CBOT method of apportionment.I believe this view to be correct, but then again I'm just some guy on the internet. For informational purposes, the CME website has gotten more difficult to use over the years, not better. I have not traded *directly* on GLOBEX for a number of years, I have used other front ends that route there but not the actual software for some time. Hence, I could be wrong, out of date, misinformd, et cetera. Don't base trading decisions on what I'm saying.