Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject CME Frost Days Monthly and Seasonal Futures Changes - Effective April 23, 2007
Notice Date 2007-04-16
Notice Number Q2007-100
Effective Date 2007-04-23

On Monday, April 23, 2007, changes in Trading Unit size, Price Increments and Minimum Fluctuations on CME® Frost Days Monthly and Seasonal Futures and Options contracts will take effect.  The changes follow:

  • Trading Unit Size:  The size of the unit of trading will be 1,000 Euros (€) times the respective CME Seasonal Frost Days Index (current size is 10,000€).
  • Price Increments:  The minimum price fluctuation is 1 index point, with a value of 1,000 Euros (€).
  • Minimum Fluctuation:  The minimum fluctuation will be 1 index point, with a value of 1,000 Euros (€).