Clearing House Advisory Notices
To | Clearing Member Firms
From | Clearing House Department
Subject | Sample SPAN file for CME Eurodollar 5-Year E-mini Bundle Futures
Notice Date | 2006-09-28
Notice Number | 06-241
Effective Date | 2006-09-28
A sample SPAN® file is now available for CME Eurodollar 5-Year E-mini Bundle Futures and CME Eurodollar E-mini Futures. These products launch on CME Globex on Sunday evening October 8th for business day Monday October 9th. The file is available at ftp.cme.com/pub/span/data/cme/test and is named bundle.ccl.pa2.zip. The bundle futures have product code E5B and are in their own combined commodity. The E-mini Eurodollar futures, which have product code EED, are in the ED combined commodity together with standard-sized Eurodollar futures and options. Note that the E-mini Eurodollar futures have delta-scaling factors set to 0.1, since their size is one-tenth that of the standard-sized futures. For more information please see: * Clearing Advisory 06-224 at http://www.cme.com/clearing/clr/clradv/19806.html * New Product Advisory 06-28 at http://www.cme.com/clearing/clr/npadv/19764.html * New Product Advisory 06-30 at http://www.cme.com/clearing/clr/npadv/19772.html