Client Management Advisory Notice
To | Back Office Managers, Service Bureau Representatives, Independent Software Vendors
From | Client Management
Subject | Effective March 18, 2002 additional quarterly expirations to the 2- year Eurodollar Mid-Curve options
Effective Date | 03/15/02
Notice Number | NP#0169
Effective, March 18, 2002, there will be two additional quarterly expirations to the 2-Year or "GREEN" Eurodollar Mid-Curve options. Currently listed are 2 quarterly expirations March (H) '02 (which tracks the March (H)'04 ED futures) and the June (M) '02. Therefore, we will have a total of four quarterly 2-year Midcurves. This means that after the March '02 expires, we will have the following expirations: June (M) 2002 (that tracks the Jun '04 ED futures) September (U) 2002 (that tracks the Sep '04 ED futures) December (Z) 2002 (that tracks the Dec '04 ED futures)