GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | Reminder: New Options Spreads for CME Eurodollars
Notice Date | 2006-03-23
Notice Number | 032306-1
Effective Date | 2006-03-23
Dear CME Globex Customers, Effective this Sunday, March 26, 2006 (for trade date Monday, March 27), to further enhance the depth and liquidity of the electronic CME Eurodollar markets, CME is launching seven new options spreads on CME Eurodollar Weekly One-Year Mid-Curves: Ratio Call and Put Spread 1:2 and 2:3 ratios Horizontal Straddle Spread 1:1:1:1 ratio Call and Put Horizontal Spread 1:1 ratio Call and Put Tree Spread 1:1:1 ratio Call and Put Butterfly Spread 1:2:1 ratio Call and Put Condor Spread 1:1:1:1 ratio Risk Reversal Spread 1:1 ratio Also on March 26, CME is scheduled to launch multi-strike functionality on CME Eurodollar options Conditional Curves. These spreads are currently available for testing in the CME certification environment. More information on these options spreads are available in the CME Eurodollar Options Expanded Spread Types section of the CME Globex Q1 Enhancements Client Impact. For more information, please contact Craig Bewick, CME Interest Rate Products, at 312.930.3426; Jeff Kilinski, CME Interest Rate Products, at 312.648.3817; or your CME Globex Account Manager at 312.634.8700; or in Europe at +44.201.623.2550. Thank you, CME ©2006 Chicago Mercantile Exchange Inc (CME). All rights reserved. The Globe Logo, Globex® and CME® are trademarks of CME