VOLUME 26 – BULLETIN #017
TO:
|
ALL CLEARING PARTICIPANTS
|
FROM:
|
CLIENT SERVICES AND SUPPORT
|
DATE:
|
May 23, 2006
|
SUBJECT:
|
Delivery Dates for June 2006 Contracts
|
Listed below are the relevant delivery dates for the Eurex US June 2006 contracts. To help promote error-free delivery processing, The Clearing Corporation requires all Treasury tender quantities be confirmed before the tender record will be included in delivery processing for assignment. The confirmation is performed using the Tender Confirmation screen in OTISŪ. The origin and quantity in contracts will be displayed for the commodity being confirmed. Firms are reminded of the importance of verifying this information before confirming their tender records.
Firms using The Clearing Corporation’s Automated Delivery Invoice and Inventory System are reminded to verify the accuracy of all information, including price calculations on invoices generated through the system, prior to confirming the invoice.
Eurex US Treasuries
|
First Position
|
First Notice
|
First Delivery
|
Last Trade
|
Last Notice
|
Last Delivery
|
U.S. Bonds
|
May 30
|
May31
|
Jun 1
|
Jun 21
|
Jun 29
|
Jun 30
|
10-Yr Notes
|
May 30
|
May31
|
Jun 1
|
Jun 21
|
Jun 29
|
Jun 30
|
5-Yr Notes
|
May 30
|
May31
|
Jun 1
|
Jun 30
|
Jul 5
|
Jul 6
|
3-Yr Notes
|
May 30
|
May31
|
Jun 1
|
Jun 30
|
Jul 5
|
Jul 6
|
2-Yr Jumbo Notes
|
May 30
|
May31
|
Jun 1
|
Jun 30
|
Jul 5
|
Jul 6
|
All physical deliveries of Eurex US FX products will be made through the CLS system. Clearing participant’s positions will be netted by contract currency pairs across origin. Clearing participants that wish to net within origin should notify Client Services and Support. Invoices detailing netted delivery commitments will be distributed by 11:00 am on the last trade day. All instructions for FX products, except US/Canadian dollar, must be matched in CLS by 11:30 am one day after the last trade day. Instructions for Canadian dollar must be matched by 5:00 pm on the last trading day.
FX Products
|
Last Trade
|
Delivery Instructions Deadline *
|
Delivery Day
|
EUR/USD
|
Jun 19
|
Jun 20
|
Jun 21
|
AUD/USD
|
Jun 19
|
Jun 20
|
Jun 21
|
GBP/USD
|
Jun 19
|
Jun 20
|
Jun 21
|
USD/JPY
|
Jun 19
|
Jun 20
|
Jun 21
|
USD/CHF
|
Jun 19
|
Jun 20
|
Jun 21
|
USD/CAD
|
Jun 20
|
Jun 20
|
Jun 21
|
EUR/JPY
|
Jun 19
|
Jun 20
|
Jun 21
|
GBP/JPY
|
Jun 19
|
Jun 20
|
Jun 21
|
EUR/CHF
|
Jun 19
|
Jun 20
|
Jun 21
|
EUR/GBP
|
Jun 19
|
Jun 20
|
Jun 21
|
AUD/JPY
|
Jun 19
|
Jun 20
|
Jun 21
|
AUD/CAD
|
Jun 20
|
Jun 20
|
Jun 21
|
NZD/JPY
|
Jun 19
|
Jun 20
|
Jun 21
|
CAD/JPY
|
Jun 19
|
Jun 20
|
Jun 21
|
CHF/JPY
|
Jun 19
|
Jun 20
|
Jun 21
|
NZD/USD
|
Jun 19
|
Jun 20
|
Jun 21
|
GBP/CHF
|
Jun 19
|
Jun 20
|
Jun 21
|
EUR/CAD
|
Jun 20
|
Jun 20
|
Jun 21
|
* Clearing participants are reminded that the deadline for delivery instructions for Canadian denominated products (USD/CAD) is 5:00 p.m. The deadline for Instructions for all other products is 11:30 a.m. Firms are encouraged to submit instructions for non-Canadian denominated products by 5:15 p.m. on June 19 for preliminary matching.
Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
|
Printer
Friendly Version