SPAN Advisory Notice

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From Clearing House Division
Subject Singapore Exchange Stock Futures
Effective Date 10/26/01
Notice Number SPAN #01-11

On Friday October 26th, the Singapore Exchange will launch trading in single stock futures on 15 underlying stocks.

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.

If you wish to manually add parameters to PC-SPAN version 4's Organization Master, parameters for all 15 products are identical except for the product code and product name:

* Clearing Organization: SMX
* Exchange: SMX
* Product Code: see below
* Product Name: see below
* Product Type: Future
* Settlement Currency: SGD
* Contract Value Factor: 1,000
* Settlement Method: CASH
* Price Quotation Method: STD
* Valuation Method: FUT
* Settlement Price Decimal Locator: 3

The product codes and names are as follows:

* CA - CAPITALAND
* CS - CHARTERED SEMICONDUCTOR
* CT - CITY DEVELOPMENTS
* DB - DBS GROUP
* EG - ST ENGINEERING
* FR - FRASER AND NEAVE
* KP - KEPPEL CORP.
* NE - NOL
* OC - OCBC
* SC - SEMBCORP INDUSTRIES
* SI - SIA
* SP - SINGAPORE PRESS HOLDINGS
* TE - SINGTEL
* UO - UOB
* VE - VENTURE MFG.