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  VOLUME 21 – BULLETIN #249

TO:

ALL CLEARING MEMBERS

FROM:

BUSINESS SYSTEMS GROUP

DATE:

December 4, 2001

SUBJECT:

CBOT Mini-Sized Eurodollar Contract Trading Exclusively on the a/c/e Platform

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:

 

Current MidAm

NEW CBOT a/c/e

Exchange Code

Commodity Code

Exchange Code

Commodity Code

Eurodollar Futures

03

19

01

YE

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:

John Compall

 

john.compall@botcc.com

Shawn Gebbia

786-5748

shawn.gebbia@botcc.com

Marc MacQuarrie

786-5732

marc.macquarrie@botcc.com

Ross McDonald

786-3804

ross.mcdonald@botcc.com

Molly McMahon

786-5731

molly.mcmahon@botcc.com

Richard Scruggs

786-5739

richard.scruggs@botcc.com

Jill Turner

786-5718

jill.turner@botcc.com

Kelli Wegener

786-5761

kelli.wegener@botcc.com

     

Thomas Andrews

Manager

thomas.andrews@botcc.com

Diane Schuering

Vice President

diane.schuering@botcc.com

     

Business Systems Group E-Mail Address

bsg@botcc.com

BOTCC Web Site

http://www.botcc.com