Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Attention RLC Message Users: Euroyen TIBOR Futures Packs and Bundles Algorithm Indicator Change - Effective Sunday, April 27, 2008
Notice Date | 2008-03-27
Notice Number | Q2008-064
Effective Date | 2008-04-27
Effective Sunday, April 27, 2008 (trade date Monday, April 28), the Matching Algorithm Indicator for the Euroyen TIBOR future Packs (Strategy Type Code PK) and Bundles (Strategy Type Code FB) will be changed to Matching Algorithm Indicator “ F” (FIFO) from the current Matching Algorithm Indicator “T”. The Matching Algorithm Indicator can be found in the Instrument Creation (MO) message in position 685. This change will be available for customer testing in the New Release environment on Monday, April 7, 2008.