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Effective Sunday, June 25, 2006 (for trade date Monday, June 26, 2006), CME will expand its current offering of “Month versus Pack” spreads to include combinations
consisting of single contract expirations in the highly liquid first eight quarterly Eurodollar contracts and the most commonly
traded Eurodollar Packs. The new pairings will create opportunities for traders to express views and to move positions among
the most liquid points on the yield curve with maximum efficiency.
Please view the attached memo for more information.
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