Clearing  House Advisory Notices
To Clearing Member Firms
From Clearing House Department
Subject Sample SPAN file for CME Eurodollar 5-Year E-mini Bundle Futures
Notice Date 2006-09-28
Notice Number 06-241
Effective Date 2006-09-28

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