SPAN(r) Advisory #02-09
May 15, 2002

SINGAPORE EXCHANGE MSCI JAPAN INDEX FUTURES

The Singapore Exchange launched trading today in MSCI Japan Index
futures.  PC-SPAN parameters are as follows:

* Clearing Organization: SMX
* Exchange: SMX
* Product Codes:  JP
* Product Names: MSCI JAPAN INDEX
* Product Type:  Future
* Settlement Currency: JPY
* Contract Value Factor:  5,000
* Settlement Method:  CASH
* Price Quotation Method:  IDX
* Valuation Method:  FUT
* 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.