Effective Monday, February 23, 2009, based on customer demand, the external alias strike formats on exchange defined spreads for Dry Whey (DY), Class III Milk (DC), Class IV Milk (GDK), Non-fat Dry Milk (GNF), and Cash Butter (CB) will be changing from 3 byte to 4 byte strike formats:
Current convention: |
GNF:VTH9C780 790 |
New convention: |
GNF:VTHC0780 0790 |
These changes will be available in the new release environment beginning February 9, 2009.
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.