SPAN Advisory Notice

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Subject SPAN #02-08: Type 9 records to be removed from CME file
Effective Date 05/10/02
Notice Number SPAN #02-08

May 10, 2002


"TYPE 9" RECORDS TO BE REMOVED FROM CME SPAN FILE ON MAY 24TH


For several years, the CME SPAN file has contained, at the very
bottom, a number of records identified as record type "9".  These
were originally intended to support margining of debt securities
such as Treasury bonds, bills and notes.

These records are no longer in use, however, and accordingly will
be removed from the CME's SPAN files.  The last day in which the
type "9" records will be in the CME's SPAN files will be Thursday
May 23rd.  Beginning Friday May 24th, the CME SPAN files will no
longer contain these records.

It is very unlikely that any firm's implementation of SPAN will
be affected by this, since (a) CME is the only exchange including
these records in its SPAN file and (b) firms' SPAN
implementations are programmed to ignore these records.

Nevertheless, sample SPAN files without these records may be
obtained on the Internet at ftp.cme.com/pub/span/util, in the
file "cme-no-nines.zip".  This file contains sample end-of-day
SPAN files without the type "9" records, in both the "unpacked"
and "packed" formats, for business date May 9, 2002.

For more information, contact the CME Clearing House SPAN Hotline
at 312-648-3888