Market Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject Brazilian Real Futures Quarterly Calendar Spreads on CME Globex - Effective Sunday, January 20, 2008
Notice Date 2008-01-17
Notice Number Q2008-011
Effective Date 2008-01-20

Effective Sunday, January 20, 2008 (trade date Monday, January 21), four March quarterly cycle contract month calendar spreads in Brazilian Real futures will be listed for trading on the CME Globex platform.  Serial month calendar spreads are currently listed. 

 

The four new March quarterly cycle calendar spreads for Brazilian Real futures are:

 

o         2nd March Quarterly cycle month vs. 1st  March Quarterly cycle month

o         3rd March Quarterly cycle month vs. 1 st  March Quarterly cycle month

o         4th March Quarterly cycle month vs. 1 st March Quarterly cycle month

o         3rd March Quarterly cycle month vs. 2nd March Quarterly cycle month

 

The currently listed serial contract month calendar spreads for Brazilian Real futures are:

 

o         Month 2 vs. Month 1

o         Month 3 vs. Month 1

o         Month 4 vs. Month 1

o         Month 3 vs. Month 2

o         Month 4 vs. Month 2

o         Month 5 vs. Month 2