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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
Apple Juice Concentrate Futures
Split FIFO/
Pro-Rata Leveling with TOP order %**
1

25

Apple Juice Concentrate Options
Pro-Rata with
TOP order %
1
25
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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