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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 on 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 |
|
|
|
|
|
|
|
|
|
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