SPAN Advisory Notice
From CME Clearing House
Subject CBT Mini-Euro's & NYMEX Hub Swaps
Effective Date 12/06/01
Notice Number 01-13

The Chicago Board of Trade begins trading of Mini-Eurodollar futures on December 6th. PC-SPAN Organization Master parameters are as follows:

* Clearing Organization: BOTCC
* Exchange: CBT
* Product Code: YE
* Product Name: MINI-EURODOLLARS
* Product Type: Future
* Settlement Currency: USD
* Contract Value Factor: 1250
* Settlement Method: CASH
* Price Quotation Method: INT (Interest-Rate Index)
* Valuation Method: FUT (Futures-Style)
* Settlement Price Decimal Locator: 3

The New York Mercantile Exchange began trading of Henry Hub Swap futures on December 3rd. PC-SPAN Organization Master parameters are as follows:

* Clearing Organization: NYM
* Exchange: NYM
* Product Code: NN
* Product Name: HENRY HUB SWAP
* Product Type: Future
* Settlement Currency: USD
* Contract Value Factor: 10000
* Settlement Method: CASH
* Price Quotation Method: STD
* Valuation Method: FUT (Futures-Style)
* Settlement Price Decimal Locator: 3

To include positions in these products in portfolios to be margined using PC-SPAN�, as always, you must either manually add records to the Organization Master file or download the updated master file at ftp.cme.com/pub/span/util/orgmast.exe. The corresponding master files for the old DOS-based PC-SPAN are ftp.cme.com/pub/span/util/comast11.exe (version 3.11 and higher) and ftp.cme.com/pub/span/util/comast.exe.