Effective Sunday, November 1, 2009 (trade date Monday, November 2), in response to customer demand, Implied Soybean Crush future spreads will match the listing cycle for Soybean Oil/Meal futures. This will allow additional back months to go out to the four December listing cycle. The new Implied Soybean Crush future spread listing cycle will be:
Three (3) December and all preceding expirations, plus the fourth (4th) December preceding October and July.
Listing guide for Implied Soybean Crush Futures:
|
|
JAN |
FEB |
MAR |
APR |
MAY |
JUN |
JUL |
AUG |
SEP |
OCT |
NOV |
DEC |
|
1 |
Jan |
Mar |
Mar |
May |
May |
Jul |
Jul |
Aug |
Sep |
Oct |
Dec |
Dec |
|
2 |
Mar |
May |
May |
Jul |
Jul |
Aug |
Aug |
Sep |
Oct |
Dec |
Jan |
Jan |
|
3 |
May |
Jul |
Jul |
Aug |
Aug |
Sep |
Sep |
Oct |
Dec |
Jan |
Mar |
Mar |
|
4 |
Jul |
Aug |
Aug |
Sep |
Sep |
Oct |
Oct |
Dec |
Jan |
Mar |
May |
May |
|
5 |
Aug |
Sep |
Sep |
Oct |
Oct |
Dec |
Dec |
Jan |
Mar |
May |
Jul |
Jul |
|
6 |
Sep |
Oct |
Oct |
Dec |
Dec |
Jan |
Jan |
Mar |
May |
Jul |
Aug |
Aug |
|
7 |
Oct |
Dec |
Dec |
Jan |
Jan |
Mar |
Mar |
May |
Jul |
Aug |
Sep |
Sep |
|
8 |
Dec |
Jan |
Jan |
Mar |
Mar |
May |
May |
Jul |
Aug |
Sep |
Oct |
Oct |
|
9 |
Jan |
Mar |
Mar |
May |
May |
Jul |
Jul |
Aug |
Sep |
Oct |
Dec |
Dec |
|
10 |
Mar |
May |
May |
Jul |
Jul |
Aug |
Aug |
Sep |
Oct |
Dec |
Jan |
Jan |
|
11 |
May |
Jul |
Jul |
Aug |
Aug |
Sep |
Sep |
Oct |
Dec |
Jan |
Mar |
Mar |
|
12 |
Jul |
Aug |
Aug |
Sep |
Sep |
Oct |
Oct |
Dec |
Jan |
Mar |
May |
May |
|
13 |
Aug |
Sep |
Sep |
Oct |
Oct |
Dec |
Dec |
Jan |
Mar |
May |
Jul |
Jul |
|
14 |
Sep |
Oct |
Oct |
Dec |
Dec |
Jan |
Jan |
Mar |
May |
Jul |
Aug |
Aug |
|
15 |
Oct |
Dec |
Dec |
Jan |
Jan |
Mar |
Mar |
May |
Jul |
Aug |
Sep |
Sep |
|
16 |
Dec |
Jan |
Jan |
Mar |
Mar |
May |
May |
Jul |
Aug |
Sep |
Oct |
Oct |
|
17 |
Jan |
Mar |
Mar |
May |
May |
Jul |
Jul |
Aug |
Sep |
Oct |
Dec |
Dec |
|
18 |
Mar |
May |
May |
Jul |
Jul |
Aug |
Aug |
Sep |
Oct |
Dec |
Jul |
Jul |
|
19 |
May |
Jul |
Jul |
Aug |
Aug |
Sep |
Sep |
Oct |
Dec |
Jul |
Oct |
Oct |
|
20 |
Jul |
Aug |
Aug |
Sep |
Sep |
Oct |
Oct |
Dec |
Jul |
Oct |
Dec |
Dec |
|
21 |
Aug |
Sep |
Sep |
Oct |
Oct |
Dec |
Dec |
Jul |
Oct |
Dec |
||
|
22 |
Sep |
Oct |
Oct |
Dec |
Dec |
Jul |
Jul |
Oct |
Dec |
|||
|
23 |
Oct |
Dec |
Dec |
Jul |
Jul |
Oct |
Oct |
Dec |
||||
|
24 |
Dec |
Jul |
Jul |
Oct |
Oct |
Dec |
Dec |
|||||
|
25 |
Jul |
Oct |
Oct |
Dec |
Dec |
|||||||
|
26 |
Oct |
Dec |
Dec |
|||||||||
|
27 |
Dec |
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.