Effective Sunday, August 3 (trade date Monday,
August 4), the Instrument Group Codes for the following Interest Rate futures will be
changed:
|
Futures & Spreads
|
Product Code
|
Current Instrument
Group Code
|
New Instrument
Group Code
|
|
30-Year U.S. Treasury Bond
|
ZB
|
ZB
|
ZB
|
|
10-Year U.S. Treasury Note
|
ZN
|
ZN
|
|
5-Year U.S. Treasury Note
|
ZF
|
ZF
|
|
2-Year U.S. Treasury Note
|
ZT
|
ZT
|
|
30-Year U.S. Interest Rate Swap
|
I3
|
I3
|
|
10-Year U.S. Interest Rate Swap
|
SR
|
SR
|
|
5-Year U.S. Interest Rate Swap
|
SA
|
SA
|
The Instrument Group Code can be found in the
Security Definition (tag 35-MsgType=d) of the FIX/FAST message, tag 1151-SecurityGroup and in the
Instrument Creation (MO) RLC message in position 70.
These changes are available for customer testing
in the New Release environment as of Monday, June 30.
|