Effective Sunday, September 20, 2009 (trade date Monday, September 21), at customer request, the strike price format for 30-Day Federal Fund options on futures will be changed in FIX/FAST market data messages.
· Example current format: 99750.0
· Example new format: 9975.00
This change will have no impact on ITC format market data messages or the format of tag 107-SecurityDesc.
The strike price can be found in the Security Definition message (tag 35-MsgType=d), tag 202-StrikePrice.
30-Day Federal Fund options with the new strike price format will be available for customer testing in New Release Monday, August 31.
Please contact Market Data Operations (MDO) at firstname.lastname@example.org, if you have any questions concerning this notice.