SPAN Advisory Notice

 | 
Subject S&P SPCTR Index Futures -- Technology & Financial
Effective Date 09/30/02
Notice Number SPAN #02-14

CME launched trading on September 23rd in two new futures products -- S&P Technology Sector SPCTR futures, and S&P Financial Sector SPCTR futures. PC-SPAN parameters are as follows:

* Clearing Organization: CME
* Exchange: CME

For the Technology Sector:
* Product Code: TS
* Product Names: S&P Tech SPCTR

For the Financial Sector:
* Product Code: FS
* Product Names: S&P Tech SPCTR

* Product Type: Future
* Settlement Currency: USD
* Contract Value Factor: 125
* 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.