Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject CME® to Add Additional Eurodollar Futures “Month versus Pack Spreads on CME Globex® -- Effective Sunday, June 25, 2006
Notice Date 2006-06-12
Notice Number Q2006-94
Effective Date 2006-06-25

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.