• PRICE REPORTING FORMAT FOR KCBT WHEAT CALENDAR SWAPS

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-6826
      • Notice Date
      • 06 September 2013
      • Effective Date
      • 23 September 2013
    • Effective September 23, 2013 and pending CFTC review, the Exchange plans to change the format in its price reporting system for KC HRW Wheat Calendar Swaps from fractional pricing to decimal pricing.
       

      Factional Pricing (cents/bu.)
      Equivalent Decimal Pricing (cents/bu.)
      695’0
      695.00
      695’2
      695.25
      695’4
      695.50
      695’6
      695.75

       
      Questions may be directed to Fred Seamon (312-634-1587 or Fred.Seamon@CMEGroup.com). 

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