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VOLUME 21 – BULLETIN #249
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TO:
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ALL CLEARING MEMBERS
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FROM:
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BUSINESS SYSTEMS GROUP
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DATE:
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December 4, 2001
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SUBJECT:
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CBOT Mini-Sized Eurodollar Contract Trading Exclusively on the a/c/e Platform
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Effective Thursday, December 6, 2001 at 12:00 noon, the following contract will no longer be pit traded on the MidAm floor. Beginning on Thursday December 6, 2001 with the start of a/c/e trading for business dated Friday, December 7, 2001, the following contract will be traded exclusively on the a/c/e platform as CBOT mini-sized contract:
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Current MidAm
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NEW CBOT a/c/e
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Exchange Code
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Commodity Code
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Exchange Code
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Commodity Code
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Eurodollar Futures
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03
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19
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01
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YE
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Contract size of the Eurodollar futures (YE) is $500,000. The minimum tick value is ½ of one basis point or $6.25.
Firms must report open interest and large trader for the business day of December 6, 2001 using MidAm Exchange/Commodity code. There will be a special trade checking session at 2:00 p.m. to help firms clean up any unmatched trades prior to the conversion process. Cleared positions in the MidAm product will be converted to the new CBOT a/c/e product effective with Friday’s business. Any trades that remain unmatched after Thursday, December 6, 2001 will need to be deleted and resubmitted under the new a/c/e commodity code.
Should you have any questions, please call or e-mail one of the following Business Systems Analysts:
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