Electronic price improvement auction mechanism for paired orders of any size. A Principal CUBE will support quantity entry with a minimum size of 1 contract while a Facilitation CUBE will support quantity entry with a minimum size of 50 contracts.
AON CUBE functionality is now available on NYSE American Options.
AON CUBE provides new, optional All-or-None functionality in Single-Leg CUBE and Complex CUBE orders with a minimum size of 500 contracts (min. requirement applies to each leg in a Complex CUBE order).
For additional details, please refer to the CUBE FAQs.