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 firstname.lastname@example.org, if you have any questions concerning this notice. Thank you.
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