Today's CME Globex Notice has been updated to include the correct spread type for the following notice.
Change to Minimum Price Increment and Strategy Type for 7-Year Eris SOFR Swap Futures Calendar Spreads
† Denotes update to the article
Effective Sunday, August 24 (trade date Monday, August 25), the strategy type for the 7-Year Eris SOFR swap futures calendar spreads will be changed from SP (Standard Calendar Spread) to †EQ (Calendar Spread) to support the minimum price increment tag 969-MinPriceIncrement change.
| Change to Minimum Price Increment for 7-Year Eris SOFR Swap Futures Calendar Spreads | ||||||
|---|---|---|---|---|---|---|
| Product | MDP 3.0: tag 6937-Asset | iLink: tag 55-Symbol MDP 3.0 tag 1151 - Security Group |
Current tag 969 - MinPriceIncrement | New tag 969 - MinPriceIncrement | Current Tag 762- SecuritySubType |
New Tag 762- SecuritySubType |
| 7-Year Eris SOFR Swap Futures Calendar Spreads | YIB | EJ | 0.0100 | 0.0050 | SP - Standard Calendar | † EQ - Calendar |
These futures are currently available for customer testing in New Release.
These contracts are listed with, and subject to, the rules and regulations of CBOT.
