Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject Adjusted Settlement Day and Expiration Due to Good Friday and Easter Holidays - UPDATED INFORMATION
Notice Date 2006-04-11
Notice Number Q2006-53
Effective Date 2006-04-11

PLEASE NOTE THE UPDATED INFORMATION SHOWN BELOW IN BOLD-FACE TYPE.

Please be informed that due to the Good Friday and Easter Monday (London) holidays, the April Eurodollar & Libor contracts’ last day of trading is Thursday, April 13, 2006, at 5:00 a.m. on Globex®.  The final settlement price for the April contracts will be disseminated to all Market Data Distributors at 6:30 a.m., as usual. 
 
The last day of trading for the April Eurodollar serial options will be Thursday, April 13, 2006, at 12:00 p.m. on the Trading Floor.  These options will continue to trade on Globex until 3:15p.m. CT.  The settlement price used to determine final settlement for exercise and assignment will be the 12:00 p.m. RTH settlement of the June Eurodollar contract.

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.