SPAN Advisory Notice

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From Clearing House Department
Subject SPAN: E-Mini Mid-Cap S&P 400
Effective Date 01/29/02
Notice Number 02-01

The Chicago Mercantile Exchange began trading on GLOBEX yesterday of E-mini S&P MidCap 400futures, one-fifth the size of the regular MidCap futures. PC-SPAN Organization Master parameters are as follows:
 
* Clearing Organization: CME
* Exchange: CME
* Product Code:  ME
* Product Name: MINI-S&P MIDCAP
* Product Type:  Future
* Settlement Currency: USD
* Contract Value Factor:  100
* Settlement Method:  CASH
* Price Quotation Method:  IDX (Index)
* Valuation Method:  FUT (Futures-Style)
* Settlement Price Decimal Locator:  2
 
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.