• Redefined Futures Calendar Spread Listing Rules - Effective August 29, 2010

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      • Market Data Distributors
      • From
      • Market Data Notices
      • #
      • Q2010-179
      • Notice Date
      • 26 August 2010
      • Effective Date
      • 29 August 2010
    • Effective this Sunday, August 29, 2010 (trade date Monday, August 30), the calendar spreads listing rules will be redefined to include only the first 24 months for the following futures products:

       

      • Henry Hub Natural Gas Swap Futures (tag 1151-SecurityGroup=NN)
      • Henry Hub Natural Gas Penultimate Financial Futures(tag 1151-SecurityGroup= NPG)
      • Brent Crude Futures (tag 1151-SecurityGroup=BB)

       

      All calendar spreads with legs beyond the first 24 months will be removed from the CME Globex Platform.