Clearing House Advisory Notices
To | Clearing Member Firms, Back Office Personnel
From | Clearing House Department
Subject | REVISED: Adjusted Settlement Day and Expiration due to Good Friday and Easter Holidays
Notice Date | 2006-04-10
Notice Number | 06-90
Effective Date | 2006-04-10
Please be informed that due to the Good Friday and Easter Monday (London) holidays, the April Eurodollar & Libor contracts’ last day of trading is Thursday, April 13, 2006, at 5:00 a.m. on Globex. The final settlement price for the April contracts will be disseminated at 6:30 a.m. through the price feed as usual. The last day of trading for the April Eurodollar serial options will be Thursday, April 13, 2006, at 12:00 p.m. on the Trading Floor. These options will continue to trade on Globex until 3:15 p.m. CT. The settlement price used to determine final settlement for exercise and assignment will be the 12:00 p.m. RTH settlement of the June Eurodollar contract. If you have any questions about times or procedures please call Clearing House Operations at 312.207.2525. Thank you. Printer Friendly Version. . .