ISE Announces Launch of Spread Book Data Feed

2 September 2008

The International Securities Exchange (ISE) today announced the launch of the ISE Spread Book Feed, a real-time data feed that provides access to all multi-legged options orders on ISE's options exchange. This subscription data feed includes order information for all complex options orders submitted to ISE, including spreads with up to four options series legs and stock/option combination orders such as buy-writes and delta-neutral orders.

"Complex orders account for a growing percentage of ISE's options volume, and the Spread Book Feed will offer greater transparency into this important part of ISE's order book," said Jeff Soule, Head of Market Data at ISE. "By viewing the liquidity that is available in the spread book, subscribers to the feed will be able to improve their trading efficiency."

The order information included in the Feed includes instrument data, spreads ratio, order quantity and net price. The Spread Book Feed is a multicast feed that will be available from a number of extranet providers.

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