• ITC 2.1 Price Format Changes on CBOT OTC Ethanol Forward Swaps Options on June 1, 2009 - POSTPONED

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-077
      • Notice Date
      • 12 May 2009
      • Effective Date
      • 01 June 2009

    • The following changes that were scheduled to be implemented on Monday, June 1, 2009 have been postponed.

      A new implementation date will be announced as soon as possible.

       

       

      Effective June 1, 2009, the ITC 2.1 fractional indicator and decimal locator for OTC Forward Swap Options will be modified. Please review the following table for the current and new fractional indicator and decimal locator for OTC Forward Swap Option:

       

      Product

      Current fractional indicator/ price example

      New fractional indicator/ price example

      Current strike decimal locator/example

      New strike decimal locator/example

      Options on OTC Ethanol Swaps

      3
      0000348

      4

      0003480

      3

      0001250

      4

      0012500

       

      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.

       

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