• Cessation of Listing Treasury Calendar Spreads with Non-Standard Ratios via CME Globex

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7506
      • Notice Date
      • 13 November 2015
      • Effective Date
      • 15 November 2015
    • Effective Sunday, November 15, 2015 for trade date Monday, November 16, 2015, The Board of Trade of the City of Chicago, Inc. (“CBOT”) will cease listing CBOT Treasury Calendar Spreads with non-standard ratios for Short-Term U.S. Treasury Note Futures (ZTX), Medium-Term U.S. Treasury Note Futures (ZFX), Long-Term U.S. Treasury Note Futures (ZNX), U.S. Treasury Bond Futures (ZBX), and Long-Term U.S. Treasury Bond Futures (UBX).

      Please refer questions on this subject to:

      Nick Johnson                 nick.johnson@cmegroup.com                   312.338.2407

      Jonathan Kronstein        jonathan.kronstein@cmegroup.com        312.930.3472

      Frederick Sturm             frederick.sturm@cmegroup.com              312.930.1282

      Please click here for complete SER-7506.