• Launch Postponed for Implied Treasury Intercommodity

      • To
      • CME Globex Customers
      • From
      • CME Globex Account Management
      • #
      • 20081117
      • Notice Date
      • 17 November 2008
    • Implied Treasury & Swaps Intercommodity Spreads Launch Postponed

      The launch of the implied Treasury and Swaps intercommodity spreads, originally scheduled for Sunday, November 16, has been postponed one week to Sunday, November 23 (trade date Monday, November 24). The launch was postponed in order to update the Price Ratios (FIX tag 5770-PriceRatio) to better reflect current market activity.

      Detailed information on this launch are available in the   Client Impact Assesment.