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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:
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
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