Clearing House Advisory Notices
To | All Firm Personnel, Service Bureau Representatives, Independent Software Vendors
From | Clearing House Department
Subject | CME Frost Days Index Final Settlement Revision
Notice Date | 2006-02-13
Notice Number | 06-35
Effective Date | 2006-02-13
Effective November 23, 2005, Chicago Mercantile Exchange Inc. approved amendments to the CME Frost Days Index Futures and CME Seasonal Frost Days Index Futures. These amendments cause the underlying indexes to be calculated using the final temperature values (Sixth Calendar Day) from the respective national meteorological offices, rather than the preliminary temperature values (Second Calendar Day) issued by those same offices. Please click on the following links to view the latest rules for CME Frost Days: CME Frost Days Index Futures: http://rulebook.cme.com/Rulebook/Chapters/pdffiles/416.pdf CME Seasonal frost Days Index Futures: http://rulebook.cme.com/Rulebook/Chapters/pdffiles/417.pdf If you have any questions regarding this notice, please contact Laura Sutor at 312.648.5480, email lsutor@cme.com, or Lisa Amato at 312.338.2654, email lamato@cme.com. Thank you. Printer Friendly Version. . .