Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | CME® Globex® September - December Futures Rollover Fact Sheet
Notice Date | 2006-09-05
Notice Number | Q2006-147
Effective Date |
Below is a summary of CME Globex September-December ’06 Futures rollover facts of interest: Equity Index Futures - September BIG (SP, ND, RL, MD) futures expire on Globex at 08:15 Central Time (CT)- Thursday, Sept 07 - December futures become the Equity Lead Month at 08:30 CT - Thursday, Sept 07 - December BIG futures begin trading on Globex at 15:30 CT - Thursday, Sept 07 - September e-mini futures expire on Globex at 08:30 CT - Friday, Sept 15 - Globex Calendar Spread convention is ESU6-ESZ6 (buying/selling Dec) Foreign Exchange Futures - December futures become the FX Lead Month at 07:20 CT - Monday, Sept 11 - September FX quarterly futures expire at 09:16 CT - Monday, Sept 18 (Except Canadian Dollars (6C) at 09:16 CT Tuesday, Sept 19). - Globex Calendar Spread convention is 6EZ6-6EU6 (buying/selling Dec) Eurodollar Futures - October (V) Eurodollar futures will be eligible to trade in quarter ticks beginning at 17:00 CT - Sunday, Sept 17 - September Eurodollar futures expire at 05:00 CT - Monday, Sept 18 - Globex Calendar Spread convention is GEU6-GEZ6 (buying/selling Sep) 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 Thank you.