CME Doubles Futures Market Depth


The exchange will phase-in the expanded depth in a series of rollouts, starting with former Chicago Board of Trade commodity and equity futures (channels 111 and 113 of CME's MDP datafeed) on March 22, CBOT Treasury futures (channel 115) on March 29, former New York Mercantile Exchange-listed futures (channels 30, 31 and 32) on April 5, with dates yet to be set for expanding the depth on CME equity, currency and agricultural futures.

Most of the former CBOT-listed products provided 10 levels of

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