Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject CME® Globex® September - December Futures Rollover Fact Sheet
Notice Date 2006-09-05
Notice Number Q2006-147
Effective Date  

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.