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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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©2005 Chicago Mercantile Exchange Inc (CME). All rights reserved.
The Globe Logo, Globex®, and CME® are trademarks of CME
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