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Below is a summary of CME Globex September-December ’06 Futures rollover facts of interest:
Equity Index Futures
- September BIG (SP, ND, RL, MD) futures expire on Globex at 08:15 Central Time (CT)- Thursday, Sept 07
- December futures become the Equity Lead Month at 08:30 CT - Thursday, Sept 07
- December BIG futures begin trading on Globex at 15:30 CT - Thursday, Sept 07
- September e-mini futures expire on Globex at 08:30 CT - Friday, Sept 15
- Globex Calendar Spread convention is ESU6-ESZ6 (buying/selling Dec)
Foreign Exchange Futures
- December futures become the FX Lead Month at 07:20 CT - Monday, Sept 11
- September FX quarterly futures expire at 09:16 CT - Monday, Sept 18 (Except Canadian Dollars (6C) at 09:16 CT Tuesday, Sept
19).
- Globex Calendar Spread convention is 6EZ6-6EU6 (buying/selling Dec)
Eurodollar Futures
- October (V) Eurodollar futures will be eligible to trade in quarter ticks beginning at 17:00 CT - Sunday, Sept 17
- September Eurodollar futures expire at 05:00 CT - Monday, Sept 18
- Globex Calendar Spread convention is GEU6-GEZ6 (buying/selling Sep)
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.
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