• Dairy Option Exchange Defined Strategies - Effective February 23, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-024
      • Notice Date
      • 05 February 2009
      • Effective Date
      • 23 February 2009
    • 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.