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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.
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