Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Frequency of CME® Eurodollar® Futures Volume on CME® Globex® To Increase to Once Per Minute – Effective Sunday, December 18, 2005
Notice Date | 2005-12-13
Notice Number | Q2005-174
Effective Date |
Effective Sunday, December 18, 2005 (for trade date of Monday, December 19, 2005), CME will begin transmitting CME Eurodollar futures (GE) volume messages (Category Code V) for every contract each minute, to facilitate distributors’ display of accurate Intraday volume figures. These volume messages will represent volume on outright futures, as well as spread volume traded during the CME Globex session. 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.