Participants are advised that the 5 Year Treasury Bond Future Refinitiv contract code provided in notice 1018.20.08 has been changed to YYT from YVT.
The complete list of vendor codes provided to date are:
|
Generic code |
March 2021 code |
June 2021 code |
ASX 24 code |
VT |
VTH1 |
VTM1 |
Bloomberg |
VTAA <Comdty> |
VTAH1 <Comdty> |
VTAM1 <Comdty> |
Refinitiv |
YYTmy[1] |
YYTH1 |
YYTM1 |
No action required.
Monique Bell
Manager Interest Rate Products