Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Launch of CME® Eurodollar Spreads and Combinations on the CME Globex® Platform – Effective Sunday, May 1, 2005
Notice Date | 2005-04-28
Notice Number | Q2005-54
Effective Date |
Effective 5:00 p.m. Central time (CT) Sunday, May 1, 2005, for trade date Monday, May 2, 2005, CME will begin listing CME Eurodollar Pack spreads, Pack Butterfly combinations, implied six-month Butterfly spreads and Condor spreads on the CME Globex platform in order to further enhance the depth and liquidity of the electronic CME Eurodollar market. These spreads are currently available for trading on the Trading Floor during Regular Trading Hours. Please see attached memo for further details on the new combinations, and a description of the new CME Globex behavior, and the impact of this change on both RLC and ITC 2.1 users.