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A sample SPAN® file is now available for CME Eurodollar 5-Year E-mini Bundle Futures and CME Eurodollar E-mini Futures. These
products launch on CME Globex on Sunday evening October 8th for business day Monday October 9th.
The file is available atftp.cme.com/pub/span/data/cme/testand is named bundle.ccl.pa2.zip.
The bundle futures have product code E5B and are in their own combined commodity. The E-mini Eurodollar futures, which have
product code EED, are in the ED combined commodity together with standard-sized Eurodollar futures and options.
Note that the E-mini Eurodollar futures have delta-scaling factors set to 0.1, since their size is one-tenth that of the standard-sized
futures.
For more information please see:
* Clearing Advisory 06-224 athttp://www.cme.com/clearing/clr/clradv/19806.html
* New Product Advisory 06-28 athttp://www.cme.com/clearing/clr/npadv/19764.html
* New Product Advisory 06-30 athttp://www.cme.com/clearing/clr/npadv/19772.html
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