CME Group has postponed the planned extension of implied functionality for Short-Term Interest Rate futures from this Sunday, November 15, to next Sunday, November 22 (trade date Monday, November 23).

For complete technical specifications, pricing logic, and message examples, review the client impact assessment.

 

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CME Group is the world’s leading 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.