• 3-Year U.S. Treasury Note Calendar Spreads Implied Functionality - Effective May 16, 2010

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      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2010-92
      • Notice Date
      • 06 May 2010
      • Effective Date
      • 16 May 2010
    • Effective Sunday, May 16, 2010 implied functionality will be turned off for all 3-Year U.S. Treasury Note futures calendar spreads (tag 1151-SecurityGroup=Z3N).

       

      Implied functionality is indicated for every instrument on CME Globex in the FIX/FAST Security Definition message (tag 35-MsgType=d), in tag 1144-ImpliedMarketIndicator.

       

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