• Match Algorithm Change for Wheat Future Calendar Spreads - Effective Sunday, August 30, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-184
      • Notice Date
      • 20 August 2009
      • Effective Date
      • 30 August 2009

    • Effective Sunday, August 30, 2009 (trade date Monday August 31), match algorithm for Wheat future calendar spreads will change from K to O (oh). Match algorithm O is Pro-Rata with TOP and min/max volume caps.

       

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

       

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