• Implied Functionality for 3-Year U.S. Treasury Note Calendar Spreads - Effective Sunday, May 17, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-088
      • Notice Date
      • 24 April 2009
      • Effective Date
      • 17 May 2009
    • Effective Sunday, May 17, 2009 (trade date Monday, May 18), implied functionality will be enabled for the calendar spreads on 3-Year U.S. Treasury Note futures. These spreads will be available for testing in New Release on Thursday, May 7, 2009.  

       

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