GLOBEX Advisory Notices
To | CME(R) Globex(R) Customers
From | CME Globex Account Management
Subject | CME(R) Eurodollar Bundles on the Globex(R) Platform
Notice Date | 2005-08-29
Notice Number | 082905-1
Effective Date |
Dear CME® Globex® Customers, As previously announced, CME is expanding the listings of CME Eurodollar bundles on the CME Globex electronic trading platform, effective Sunday night, September 11, 2005. To provide increased flexibility to fixed income traders and risk managers, this release will increase the listings for 6-year through 9-year bundles in addition to the 2-year to 5-year bundles originally announced. These new bundle listings will allow users to trade bundles beginning with the quarterly CME Eurodollar contract of their choice. With this launch, traders may choose 5-year bundles with start dates out as far as five years, 4-year bundles starting as far out as six years, 3-year bundles as far out as seven years, and 2-year bundles starting as far out as eight years on the yield curve. Currently, CME simultaneously lists two of each of these bundles - one beginning with the first quarterly CME Eurodollar futures contract, and another beginning with the second quarterly contract. The new offerings will increase the total number of bundles listed on CME Globex to 153, from the current 18, on September 11, 2005. Please see below for the current CME Eurodollar bundle listings, as well as the new listings available September 11. If you have any questions or concerns about this CME Product launch, please contact Craig Bewick, 312.642.3839; Larry Grannan, 312.454.8312; or Peter Barker, 312.930.8554, CME Interest Rate Products. Thank you, CME 800.331.3332
CME EURODOLLAR BUNDLES ON THE GLOBEX PLATFORM
Legend
C = Current Listings 18 Total | N = New listings, effective September 11 135 Total
| 2Y | 3Y | 4Y | 5Y | 6Y | 7Y | 8Y | 9Y | 10Y
U5 | C | C | C | C | C | C | C | C | C
Z5 | C | C | C | C | C | C | C | C |
H6 | N | N | N | N | N | N | N | N |
M6 | N | N | N | N | N | N | N | N |
U6 | N | N | N | N | N | N | N | N |
Z6 | N | N | N | N | N | N | N |  |
H7 | N | N | N | N | N | N | N |  |
M7 | N | N | N | N | N | N | N |  |
U7 | N | N | N | N | N | N | N |  |
Z7 | N | N | N | N | N | N |  |  |
H8 | N | N | N | N | N | N |  |  |
M8 | N | N | N | N | N | N |  |  |
U8 | N | N | N | N | N | N |  |  |
Z8 | N | N | N | N | N |  |  |  |
H9 | N | N | N | N | N |  |  |  |
M9 | N | N | N | N | N |  |  |  |
U9 | N | N | N | N | N |  |  |  |
Z9 | N | N | N | N |  |  |  |  |
H0 | N | N | N | N |  |  |  |  |
M0 | N | N | N | N |  |  |  |  |
U0 | N | N | N | C |  |  |  |  |
Z0 | N | N | N |  |  |  |  |  |
H1 | N | N | N |  |  |  |  |  |
M1 | N | N | N |  |  |  |  |  |
U1 | N | N | N |  |  |  |  |  |
Z1 | N | N |  |  |  |  |  |  |
H2 | N | N |  |  |  |  |  |  |
M2 | N | N |  |  |  |  |  |  |
U2 | N | N |  |  |  |  |  |  |
Z2 | N |  |  |  |  |  |  |  |
H3 | N |  |  |  |  |  |  |  |
M3 | N |  |  |  |  |  |  |  |
U3 | N |  |  |  |  |  |  |  |
Z3 |  |  |  |  |  |  |  |  |
H4 |  |  |  |  |  |  |  |  |
M4 |  |  |  |  |  |  |  |  |
U4 |  |  |  |  |  |  |  |  |
Z4 |  |  |  |  |  |  |  |  |
H5 |  |  |  |  |  |  |  |  |
M5 |  |  |  |  |  |  |  |  |