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Effective Sunday, November 1, 2009, the following changes to FX futures will be made:
Display Factor Changes for FX Futures:
FX Futures and Spreads |
tag 1151-SecurityGroup |
Current |
New |
Euro FX/GBP |
RP |
7 |
5 |
RUB/USD |
6R |
5 |
6 |
ZAR/USD |
6Z |
6 |
8 |
Delisting the following FX Futures Intercommodity spreads:
· Australian dollar v. Canadian dollar (6A-6C)
· Australian dollar v. NZ dollar (6A-6N)
· Japanese Yen v. Swiss franc (6J-6S)
· Norwegian Krone v. Swedish Krona (NOK-SEK)
FX futures will change to a fixed tick increment of 1.
Currently, these futures use the Variable Tick Tables (VTT) 5 and 7. Both VTT 5 and 7 have a fixed tick size of 1.
These changes will be available in New Release for quote vendor testing Monday, October 19.
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.
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