Clearing House Advisory Notices
To | Clearing Member Firms; Chief Financial Officers; Back Office Managers
From | CME Clearing
Subject | December 2008 Financial Delivery Cycle
Notice Date | 2008-11-20
Notice Number | 08-356
Effective Date | 2008-11-20
For your information, following is an overview of the Financial delivery cycle. CME Clearing will be contacting firms on the last trade dates below to confirm their final positions.
Products | First Holding | First Intent | First Delivery | Last Trade | Last Intent | Last Delivery
T-Bonds / 10yr Note | Nov 24 | Nov 26 | Dec 1 | Dec 19 | Dec 29 | Dec 31
2yr Note / 5yr Note | Nov 24 | Nov 26 | Dec 1 | Dec 31 | Jan 2 | Jan 6
The Financial delivery cycle involves three days. The major events on each date are listed below: For the full text of this advisory...