Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject CME Frost Days Index Final Settlement Revision—EFFECTIVE November 23, 2005
Notice Date 2006-02-13
Notice Number Q2006-25
Effective Date  

Effective November 23, 2005, Chicago Mercantile Exchange Inc. approved amendments to the CME Frost Days Index Futures and CME Seasonal Frost Days Index Futures.  These amendments cause the underlying indexes to be calculated using the final temperature values (Sixth Calendar Day) from the respective national meteorological offices, rather than the preliminary temperature values (Second Calendar Day) issued by those same offices.

Please click on the following links to view the latest rules for CME Frost Days:

CME Frost Days Index Futures:

http://rulebook.cme.com/Rulebook/Chapters/pdffiles/416.pdf

CME Seasonal Frost Days Index Futures:

http://rulebook.cme.com/Rulebook/Chapters/pdffiles/417.pdf

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