GLOBEX Advisory Notices
To | CME(R) Globex(R) Customers
From | CME Globex Account Management
Subject | Reminder: CME(R) Eurodollars on Globex(R) Bundles Expanded
Notice Date | 2005-07-21
Notice Number | 072105-3
Effective Date |
Dear CME® Globex® Customers, Effective Sunday night, July 31, 2005, to provide greater flexibility to fixed income traders and risk managers, CME will expand listings of 2-, 3-, 4- and 5-year CME Eurodollar bundles on the CME Globex electronic trading platform. These new bundles will be available for testing in the CME certification environment this Sunday evening, July 24, 2005. The new bundle listings will allow users to trade 5-year bundles with start dates as far out 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 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 number of listed bundles to 117 from the current 18. Please note that CME will not modify the listing schedule for 6- through 10-year bundles. The chart below illustrates current CME Eurodollar bundle listings, as well as the new listings available July 31, 2005. 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 1.800.331.3332
Legend
C | Current Bundle Listings (18 Total)
N | New 2-5 Year Bundle Listings (99 Total)
CME Eurodollars on Globex Bundles
| 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 |  |  |  |  |
M6 | N | N | N | N |  |  |  |  |
U6 | N | N | N | N |  |  |  |  |
Z6 | N | N | N | N |  |  |  |  |
H7 | N | N | N | N |  |  |  |  |
M7 | N | N | N | N |  |  |  |  |
U7 | N | N | N | N |  |  |  |  |
Z7 | N | N | N | N |  |  |  |  |
H8 | N | N | N | N |  |  |  |  |
M8 | N | N | N | N |  |  |  |  |
U8 | N | N | N | N |  |  |  |  |
Z8 | N | N | N | N |  |  |  |  |
H9 | N | N | N | N |  |  |  |  |
M9 | N | N | N | N |  |  |  |  |
U9 | 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 |  |  |  |  |  |  |  |  |