SPAN Advisory Notice

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From Clearing House Division
Subject CBT 10-Year SWAP Futures and DOW JONES AIG Index Futures
Effective Date 10/23/01
Notice Number SPAN #01-10

On Friday October 26th, CBOT will begin trading 10-year Swap Futures.

On November 16th, CBOT will begin trading Dow Jones AIG Index(r) Futures.

Commodity Master records for these products are available in PC-SPAN version 4's machine-readable Organization Master file at ftp.cme.com/pub/span/util/orgmast.exe, and in the equivalent master file for the old PC-SPAN version 3 at ftp.cme.com/pub/span/util/comast11.exe.

Here is the data if you wish to manually add parameters to PC-SPAN version 4's Organization Master:

* Clearing Organization: BOTCC
*
Exchange: CBT
* Product Code: NI
* Product Name: 10-Year Swaps
* Product Type: Future
* Settlement Currency: USD
* Contract Value Factor: 1,000
* Settlement Method: CASH
* Price Quotation Method: IDX
* Valuation Method: FUT
* Settlement Price Decimal Locator: 3
* Alignment Code: 9

* Clearing Organization: BOTCC
* Exchange: CBT
* Product Code: AI
* Product Name: AIG DOW INDEX
* Product Type: Future
* Settlement Currency: USD
* Contract Value Factor: 100
* Settlement Method: CASH
* Price Quotation Method: IDX
* Valuation Method: FUT
* Settlement Price Decimal Locator: 2