Effective Sunday, May 16, 2010 implied functionality will be turned off for all 3-Year U.S. Treasury Note futures calendar spreads (tag 1151-SecurityGroup=Z3N).
Implied functionality is indicated for every instrument on CME Globex in the FIX/FAST Security Definition message (tag 35-MsgType=d), in tag 1144-ImpliedMarketIndicator.
Contact Market Data Operations (MDO) at email@example.com, if you have any questions concerning this notice. Thank you.
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.