Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | CME Frost Days Index Final Settlement Revision—EFFECTIVE November 23, 2005
Notice Date | 2006-02-13
Notice Number | Q2006-25
Effective Date |
Effective November 23, 2005, Chicago Mercantile Exchange Inc. approved amendments to the CME Frost Days Index Futures and CME Seasonal Frost Days Index Futures. These amendments cause the underlying indexes to be calculated using the final temperature values (Sixth Calendar Day) from the respective national meteorological offices, rather than the preliminary temperature values (Second Calendar Day) issued by those same offices. Please click on the following links to view the latest rules for CME Frost Days: CME Frost Days Index Futures: http://rulebook.cme.com/Rulebook/Chapters/pdffiles/416.pdf CME Seasonal Frost Days Index Futures: http://rulebook.cme.com/Rulebook/Chapters/pdffiles/417.pdf If you have any questions regarding this notice, please contact: Marilee Radecki 312.930.8193 mradecki@cme.com Kevin Brady 312.648.3653 kbrady@cme.com