SPAN Advisory Notice

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Subject CBOT MINI-DJIA & CME S&P TOPIX 150 FUTURES
Effective Date 03/27/02
Notice Number 02-03

CBOT MINI DOW JONES FUTURES
 
On April 4th, the Chicago Board of Trade will begin trading Mini- sized futures on the Dow Jones Industrial Average.  PC-SPAN
parameters are as follows:
 
* Clearing Organization: BOTCC
* Exchange: CBT
* Product Codes:  YM
* Product Name: Mini DJIA
* Product Type:  Future
* Settlement Currency: USD
* Contract Value Factor:  50
* Settlement Method:  CASH
* Price Quotation Method:  IDX (Index)
* Valuation Method:  FUT (Futures-Style)
* Settlement Price Decimal Locator:  2

CME S&P TOPIX 150 FUTURES

On March 18th, CME began trading yen-denominated futures on the
Standard & Poors TOPIX 150.  PC-SPAN parameters are as follows:

* Clearing Organization: CME
* Exchange: CME
* Product Codes:  TX
* Product Name: S&P TOPIX
* Product Type:  Future
* Settlement Currency: JPY
* Contract Value Factor:  5,000
* Settlement Method:  CASH
* Price Quotation Method:  IDX (Index)
* Valuation Method:  FUT (Futures-Style)
* Settlement Price Decimal Locator:  0

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