Clearing House Advisory Notices
To | Clearing Member Firms,
From | Clearing House Department
Subject | UPDATED: CME to Add Additional Eurodollar Futures Month versus Pack Spreads
Notice Date | 2006-06-22
Notice Number | 06-146
Effective Date | 2006-06-25
This notice supersedes advisory notice #06-146 published on June 14, 2006. Please note the updated information shown in Exhibit I on page two of this notice, which is highlighted in bold-face type. As a reminder. . .effective Sunday, June 25, 2006 (for trade date Monday, June 26, 2006), CME will expand its current offering of “Month versus Pack” spreads to include combinations consisting of single contract expirations in the highly liquid first eight quarterly Eurodollar contracts and the most commonly traded Eurodollar Packs. The new pairings will create opportunities for traders to express views and to move positions among the most liquid points on the yield curve with maximum efficiency. Following is the complete list of all 28 Eurodollar “Month versus Pack” futures spreads on the CME Globex platform. NOTE: the 26 new spreads are currently available for testing in the CME Globex certification environment. Printer Friendly Version. . .