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400 South 4th Street
130 Grain Exchange Building
Minneapolis, MN 55415
ph: 612-321-7101 or
toll free:
1-800-827-4746
mgex@mgex.com |
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Electronic
Trading
Algorithms
Effective for the trading session beginning Sunday, January 30, 2011.
MGEX Contract |
Algorithm* |
TOP (priority)
Minimum Volume |
TOP
(priority) Maximum Volume Cap |
| Hard Red Spring Wheat Futures |
Split FIFO/
Pro-Rata Leveling with TOP order %** |
1 |
25 |
| Hard Red Spring Wheat Options |
Pro-Rata with
TOP order % |
1 |
25 |
Hard Red Spring Wheat Index Futures |
Split FIFO/
Pro-Rata Leveling with TOP order %** |
1 |
25 |
| Hard Red Spring Wheat Index Options |
Pro-Rata with
TOP order % |
1 |
25 |
| Hard Red Winter Wheat Index Futures |
Split FIFO/
Pro-Rata Leveling with TOP order %** |
1 |
25 |
| Hard Red Winter Wheat Index Options |
Pro-Rata with
TOP order % |
1 |
25 |
| Soft Red Winter Wheat Index Futures |
Split FIFO/
Pro-Rata Leveling with TOP order %** |
1 |
25 |
| Soft Red Winter Wheat Index Options |
Pro-Rata with
TOP order % |
1 |
25 |
| National Corn Index Futures |
Split FIFO/
Pro-Rata Leveling with TOP order %** |
1 |
25 |
| National Corn Index Options |
Pro-Rata with
TOP order % |
1 |
25 |
| National Soybean Index Futures |
Split FIFO/
Pro-Rata Leveling with TOP order %** |
1 |
25 |
| National Soybean Index Options |
Pro-Rata with
TOP order % |
1 |
25 |
* Pro-Rata with TOP (priority) order algorithm with minimum volume and maximum volume cap requirements.
** FIFO component will be set to zero.
Inquiries about regulatory matters, including regulatory approvals in foreign jurisdictions, should be forwarded to the MGEX Department of Audits and Investigations.
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The Minneapolis
Grain Exchange, LLC (MGEX) is a commodity exchange located in Minneapolis, Minnesota
(MN). It is the world's largest market for hard red spring wheat futures
and options trading.
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DISCLAIMER
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