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