Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject Frequency of CME® Eurodollar® Futures Volume on CME® Globex® To Increase to Once Per Minute – Effective Sunday, December 18, 2005
Notice Date 2005-12-13
Notice Number Q2005-174
Effective Date  

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.