Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | - New ETF Futures Calendar Spreads; Change in Final Settlement Procedures for Frost Days Futures, Effective Monday, December 5, 2005
Notice Date | 2005-12-01
Notice Number | Q2005-168
Effective Date |
CME will implement the following changes, effective Monday, December 5, 2005: CME®Globex®Exchange Traded Funds (ETF) Futures Calendar Spreads For the three ETF Futures listed exclusively on CME Globex (QQQ, SPY & IWM), we will add six (6) Calendar Spreads listings for each ETF futures. For each ETF product (Nasdaq-100 Tracking StockSM (“QQQQ”), Standard & Poor’s Depositary Receipts® (“SPDR”) and iShares Russell 2000 (“IWM”)) the six new listed spreads will be: Three December 2005 Calendar spreads: December ’05 – January ’06; December ’05 – February ‘06 and December ’05 – March ’06; Two January 2006 Calendar spreads: January ’06 – February ’06 and January ’06 – March ’06; One February 2006 Calendar spread: February ’06 – March ‘06 Change to CMEFrost Days Final Settlement Procedure Effective Monday, December 5, 2005 (Sunday, 12/4/05 on CME Globex), a rule change regarding the Final Settlement procedures for Amsterdam Monthly (“FZ”) & Seasonal (“FZX”) Frost Days will be implemented. As a result, while the CFTC is notified of the rule change, Monthly and Seasonal Frost Days futures and options will not be eligible to trade on Friday, December 2, 2005. 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