CBOT notice regarding ZB and ZF being sent with incorrect codes today.

[ScottJ]

Important Notice from the CBOT regarding ZB and ZF:

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2/29/08

Beginning at 12:45 p.m. Chicago Time the following products were disseminated through the MDP Globex ITC channels with incorrect fractional indicator codes.

30-Year Treasury Bond Futures (ZB)

5-Year Treasury Note Futures and Options (ZF)

As of 2:30 p.m. all affected products will be disseminated with their correct fractional indicator codes.

The minimum tick change modification will be implemented for the start of trading on Sunday, March 2, 2008 for the trade date of Monday, March 3, 2008.

Market Data Operations
CME Group

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Due to the above issues, our intraday data during that period is corrupted. We will be adjusting the daily bars and fixing the minute interval data over the weekend. All tick data during the above period will be removed.

Thank you.

[Ray P.]

Update: Please note that the CME is changing the format on CBOT Interest Rate Products, reducing the minimum tick size for the following contracts which will be going from a 5 to 6 digit display:

30-Year Treasury Bond Futures (ZB, US)

5-Year Treasury Note Futures and Options (ZF, FV)

Official CME notice:

http://www.cmegroup.com/cmegroup/trading/interest-rates/files/Tick_Change_and_Block_Trade_Passout_Jan_9_Final.pdf

This change may require for the eSignal application to be restarted for the new 6 digit format to be displayed.

Thank you,
Ray Pineda
eSignal Support