• Additional Contract Listing for Corn-calendar & Basis Swaps, Wheat Calendar Swaps, and Soybean Calendar Swaps - Effective Monday, April 20, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Opereations
      • #
      • Q2009-082
      • Notice Date
      • 16 April 2009
      • Effective Date
      • 20 April 2009
    • Effective Monday, April 20, 2009, Corn, Wheat, and Soybean Calendar Swaps and Corn Basis swaps trading on CME ClearPort will have a new listing convention. Current listing convention is 12 consecutive months.

       

      New listing convention is as follows:

       

      ·          16 consecutive months in Corn Calendar and Basis Swaps

      ·          14 consecutive months in Wheat Calendar Swaps

      ·          15 consecutive months in Soybean Calendar Swaps  

       

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