• REVISED - Futures for Delivery of Standardized Bundle Combinations of CME Three-Month Eurodollar (ED) Futures

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • NPadv14-16
      • Notice Date
      • 02 September 2014
      • Effective Date
      • 22 September 2014

    • Futures for delivery of standardized bundle combinations of CME Three-Month Eurodollar (ED) futures. For any Bundle future deliverable grade is one each of a sequence of 8, 12, or 20 ED futures with consecutive March Quarterly delivery months, spanning a given Bundle Tenor, for a given Bundle Month.

      For the full text of the advisory, click here

      NPadv14-16

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