Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | CME Eurodollar 5-Year E-mini Bundle Futures to be Listed on Sunday, October 8, 2006 for Trade Date October 9, 2006
Notice Date | 2006-09-08
Notice Number | Q2006-150
Effective Date | 2006-09-08
CME Eurodollar 5-Year E-mini Bundle Futures are traded as a free-standing instrument with a Notional Value per leg of $100,000 and a contract value factor of $5,000. CME Eurodollar 5-Year E-mini Bundle futures are 1/10th the size of conventional 5-year bundles, and are fully fungible with CME Eurodollar futures – ten E-mini Bundles equal one conventional CME 5-Year Eurodollar Bundle (10:1. CME Eurodollar 5-Year e-Mini Bundle futures will be quoted in terms of price, not net change from the previous day’s settlement, in contrast to traditional CME Eurodollar Bundles. Please view the attached New Product Summary for more details.