Effective Sunday, August 30, 2009 (trade date Monday August 31), match algorithm for Wheat future calendar spreads will change from K to O (oh). Match algorithm O is Threshold Pro-Rata with TOP and min/max volume caps.
Contact Market Data Operations (MDO) at email@example.com, if you have any questions concerning this notice.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.