Clearing House Advisory Notices
To | All Firm Personnel, Service Bureau Representatives and Independent Software Vendors
From | Clearing House Department
Subject | Contract Changes to LIBOR Futures Effective 10/09/05
Notice Date | 2005-09-20
Notice Number | 05-217
Effective Date |
The attached advisory contains details of three upcoming changes which will affect LIBOR futures traded on CME Globex. Tick Size Change on LIBOR Futures, Implied LIBOR Spreads on CME® Globex® and Application of CME Globex Trade Algorithm to One-Month LIBOR Futures -- Effective Sunday, October 9, 2005. For the full text of this advisory . . .