• CME ClearPort Products to have Extended Contract Listings-Effective Sunday, May 3, 2009

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 09-182
      • Notice Date
      • 01 May 2009
      • Effective Date
      • 03 May 2009
    • Effective Sunday, May 3, 2009 (trade date Monday, May 4), due to customer demand, several recently launched products through CME ClearPort will have extended contract listings.
       
      ·         S&P GSCI ER Index Swaps (SES): From 5 contracts on the March quarterly cycle to the first 2 serial months and 5 contracts on the March quarterly cycle for a total of 7 contracts listed at any given time
      ·         6 Corn Basis Swaps (NEC, NWI, SIC, ENE, ESC, SMN): From 12 consecutive contract months to 19 consecutive contract months
      ·         Corn Calendar Swap (CCS): From 12 consecutive contract months to consecutive contract months up to and including the expiry of the farthest underlying future consecutive listing (currently 22 consecutive contract months ending with Mar11)
      ·         Soybean Calendar Swap (SNS): From 12 consecutive contract months to consecutive contract months up to and including the expiry of the farthest underlying future consecutive listing (currently 22 contract months ending with Mar11)
      ·         Wheat Calendar Swap (WCS): From 12 consecutive contract months to consecutive contract months up to and including the expiry of the farthest underlying future consecutive listing (currently 19 contract months ending with Dec10)