CME Eurodollar Month versus Pack Spreads Additional Listings

GLOBEX Advisory Notices

CME Globex Customers

From

CME Globex Account Management

Subject

CME Eurodollar Month versus Pack Spreads Additional Listings

Notice Date

2006-06-15

Notice Number

061506-6

Effective Date

2006-06-25

Dear CME Globex Customers,

Effective Sunday, June 25, 2006 (for trade date Monday, June 26), the CME Globex platform will expand the current listings of CME Eurodollar Month versus Pack spreads, to include single contract expirations in the highly liquid first eight quarterly futures and the most commonly traded Packs.

These 26 additional spreads will allow traders to express views and move positions among the most liquid points on the yield curve with maximum efficiency.

The new CME Eurodollar Month versus Pack spreads will be available for customer testing in the CME certification environment this Sunday, June 18.

Thank you,

CME

New CME Eurodollar Month vs. Pack (GE:MP) Spreads
Whites ("Fronts") versus Red Pack
Q1 (Sep 2006) vs Pack beginning with Q5 (Sep 2007)
Q2 (Dec 2006) vs Pack beginning with Q5 (Sep 2007)
Q3 (Mar 2007) vs Pack beginning with Q5 (Sep 2007)
Q4 (Jun 2007) vs Pack beginning with Q5 (Sep 2007)
Whites and Reds versus Green Pack
Q1 (Sep 2006) vs Pack beginning with Q9 (Sep 2008)
Q2 (Dec 2006) vs Pack beginning with Q9 (Sep 2008)
Q3 (Mar 2007) vs Pack beginning with Q9 (Sep 2008)
Q4 (Jun 2007) vs Pack beginning with Q9 (Sep 2008)
Q5 (Sep 2007) vs Pack beginning with Q9 (Sep 2008)
Q6 (Dec 2007) vs Pack beginning with Q9 (Sep 2008)
Q7 (Mar 2008) vs Pack beginning with Q9 (Sep 2008)
Q8 (Jun 2008) vs Pack beginning with Q9 (Sep 2008)
Whites and Reds versus Blue Pack
Q1 (Sep 2006) vs Pack beginning with Q13 (Sep 2009)
Q2 (Dec 2006) vs Pack beginning with Q13 (Sep 2009)
Q3 (Mar 2007) vs Pack beginning with Q13 (Sep 2009)
Q4 (Jun 2007) vs Pack beginning with Q13 (Sep 2009)
Q5 (Sep 2007) vs Pack beginning with Q13 (Sep 2009)
Q6 (Dec 2007) vs Pack beginning with Q13 (Sep 2009)
Q7 (Mar 2008) vs Pack beginning with Q13 (Sep 2009)
Q8 (Jun 2008) vs Pack beginning with Q13 (Sep 2009)
Whites and Reds versus Gold Pack
Q1 (Sep 2006) vs Pack beginning with Q17 (Sep 2010)
Q2 (Dec 2006) vs Pack beginning with Q17 (Sep 2010)
Q3 (Mar 2007) vs Pack beginning with Q17 (Sep 2010)
Q4 (Jun 2007) vs Pack beginning with Q17 (Sep 2010)
Q5 (Sep 2007) vs Pack beginning with Q17 (Sep 2010)
Q6 (Dec 2007) vs Pack beginning with Q17 (Sep 2010)
Q7 (Mar 2008) vs Pack beginning with Q17 (Sep 2010)
Q8 (Jun 2008) vs Pack beginning with Q17 (Sep 2010)