Clearing House Advisory Notices
To | All Firm Personnel, Service Bureau Representatives, Independent Software Vendors
From | Clearing House
Subject | Final Reminder: Expanded CME® Eurodollar Bundle Listings on CME® Globex®
Notice Date | 2005-08-29
Notice Number | 05-190
Effective Date |
Effective Sunday, September 11, 2005, CME Eurodollar Bundle Listings will be expanded from the current 18 bundles to 153 bundles. Currently, only the front and next deferred quarterly months are used to list bundles. On September 11, 2005, we will expand the listings as the table below demonstrates. The currently listed bundles are highlighted in yellow below. For example: “GE:FB 02Y M6” represents the added June 2006 Two-year Bundle. The additional bundles have been available in the CME® Globex® Certification environment, since Sunday, July 24, 2005. * NOTE: The current “GE:FB L5Y U5” Bundle (Last 5 Year Bundle) will now be listed using the standard 5-Year Bundle naming convention (GE:FB 05Y U0), where U0 represents the 5-years out SEP 2010 first leg of the Bundle. For Full Text Of This Advisory.....