• Extended Contract Listings on Select CME ClearPort Products - Effective Sunday, May 3, 2009

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      • #
      • Q2009-093
      • Notice Date
      • 30 April 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)

      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.