GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | Calendar Spreads for CME Eurozone HICP on the CME Globex Platform
Notice Date | 2006-01-18
Notice Number | 011806-1
Effective Date | 2006-01-18
Dear CME Globex Customers, Effective Monday, January 30, 2006, in response to customer requests, CME is launching 66 Calendar spreads on CME Eurozone Harmonized Index of Consumer Prices (HICP) futures on the CME Globex platform. The cash-settled CME Eurozone HICP futures contract tracks annual changes in the Eurozone Harmonized Index of Consumer Prices, excluding tobacco (HICP), as calculated by the European Statistical Institute (Eurostat). Up to 12 consecutive monthly CME Eurozone HICP futures contracts are available for trading on the CME Globex platform, Monday through Friday, 8:00 am to 4:00 p.m. London time. Please see the following table for eligible spread combinations. For more information on the CME HICP Calendar spreads, please contact Renaud Huck, Associate Director, CME Europe, at +44.207.623.2550; or Larry Grannan, Associate Director, CME Interest Rate Products, at 312.454.8312. If you have any questions or concerns about this CME Globex product launch, please contact your CME Globex Account Manager at 312.634.8700, or in Europe at +44.207.623.2550. Thank you, CME
CME HICP FUTURES CALENDAR SPREADS
Base Month | Eligible Calendar Spreads
HCG6 | HCG6 - HCH6 | HCG6 - HCJ6 | HCG6 - HCK6 | HCG6 - HCM6 | HCG6 - HCN6 | HCG6 - HCQ6 | HCG6 - HCU6 | HCG6 - HCV6 | HCG6 - HCX6 | HCG6 - HCZ6 | HCG6 - HCF7
HCH6 |  | HCH6 - HCJ6 | HCH6 - HCK6 | HCH6 - HCM6 | HCH6 - HCN6 | HCH6 - HCQ6 | HCH6 - HCU6 | HCH6 - HCV6 | HCH6 - HCX6 | HCH6 - HCZ6 | HCH6 - HCF7
HCJ6 |  |  | HCJ6 - HCK6 | HCJ6 - HCM6 | HCJ6 - HCN6 | HCJ6 - HCQ6 | HCJ6 - HCU6 | HCJ6 - HCV6 | HCJ6 - HCX6 | HCJ6 - HCZ6 | HCJ6 - HCF7
HCK6 |  |  |  | HCK6 - HCM6 | HCK6 - HCN6 | HCK6 - HCQ6 | HCK6 - HCU6 | HCK6 - HCV6 | HCK6 - HCX6 | HCK6 - HCZ6 | HCK6 - HCF7
HCM6 |  |  |  |  | HCM6 - HCN6 | HCM6 - HCQ6 | HCM6 - HCU6 | HCM6 - HCV6 | HCM6 - HCX6 | HCM6 - HCZ6 | HCM6 - HCF7
HCN6 |  |  |  |  |  | HCN6 - HCQ6 | HCN6 - HCU6 | HCN6 - HCV6 | HCN6 - HCX6 | HCN6 - HCZ6 | HCN6 - HCF7
HCQ6 |  |  |  |  |  |  | HCQ6 - HCU6 | HCQ6 - HCV6 | HCQ6 - HCX6 | HCQ6 - HCZ6 | HCQ6 - HCF7
HCU6 |  |  |  |  |  |  |  | HCU6 - HCV6 | HCU6 - HCX6 | HCU6 - HCZ6 | HCU6 - HCF7
HCV6 |  |  |  |  |  |  |  |  | HCV6 - HCX6 | HCV6 - HCZ6 | HCV6 - HCF7
HCX6 |  |  |  |  |  |  |  |  |  | HCX6 - HCZ6 | HCX6 - HCF7
HCZ6 |  |  |  |  |  |  |  |  |  |  | HCZ6 - HCF7
HCF7 |  |  |  |  |  |  |  |  |  |  |
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