CME Group will implement the following Equity Index product changes on Sunday, August 19,
2007:
• Expand listed option contracts to include four (4) quarterly months on:
o E-mini S&P 500 Options (ES)
o E-mini NASDAQ-100 Options (NQ)
o NASDAQ-100 Options (ND)
o E-mini Russell 2000 Options (ER)
• Expand End-Of-Month options to include six (6) consecutive month options listings, from
the current listing of 2 serial months for:
o S&P 500 EOM Options (EV)
o E-mini S&P 500 EOM Options (EW)
• Add S&P Mid-Cap 400 Options on CME Globex®. See Exhibit 1 (attached) for full
contract specifications.
• Change the existing S&P 600 SmallCap Futures contract from a full-size contract to an
E-mini contract
o Minimum tick value changes from $20 to $10
o Multiplier is halved from 200 to 100
o E-mini S&P 600 SmallCap futures will be fully fungible
with the new “full-size” S&P 600 SmallCap futures contract (defined below) on a 5:1 basis
o Clearing Product Code changes from EP to SMC.
o All other specifications remain as originally detailed.
Click here to see existing product specifications.
• Add a new “full-size” SmallCap S&P 600 Futures Contract (Open Outcry only) -- please
refer to Exhibit 2 (attached) for detailed product specifications. Highlights of the new
contract are:
o Multiplier is $500
o Minimum tick value is $.05 Index Points ($25 per contract)
o “Full-size” CME Small Cap S&P 600 Futures contract is
fully fungible with the new E-mini S&P 600 Small Cap Futures contract (immediately above)
on a 1:5 basis
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