|
|
| Client
Management
Advisory Notices
|
 |
|
|
| To |
Back Office Managers |
| From |
Client Management Operations |
| Subject |
UPDATES: Eurodollar Fifth-Year MidCurve Options |
| Notice Date |
2003-08-19 |
| Notice Number |
NP#248 |
| Effective Date |
|
| <div class="rxbodyfield"><div><table hspace="0" vspace="0" width="592" cellpadding="0" cellspacing="0"><tbody><tr><td align="left"
valign="top"><div><h3><span><font color="#800080" face="Arial">New Contract Notice</font></span></h3><h3><font size="2" color="#800080"
face="Arial">NP# 248</font></h3><h3> </h3><h3><font size="2" color="#800080" face="Arial">Date: August 18, 2003</font></h3></div></td></tr></tbody></table></div><p
class="MsoNormal"><font face="Arial"><span><span>                                                                                                                                                           </span></span>
<span><span>           </span></span></font></p><h4><font size="2"
color="#800080" face="Arial">CORRECTION</font></h4><h4><span><font size="2" color="#800080" face="Arial">(Corrections are
stated in bold font)</font></span></h4><p align="center" class="MsoNormal"> </p><p class="MsoBodyTextIndent"><font face="Arial"><span><strong>CONTRACT
NAME:<span>                                          </span></strong></span>
<span>Eurodollar Fifth-Year MidCurve Options<strong><span>               </span>
<span>          </span></strong></span> <span><span>           </span></span></font></p><h2> </h2><h2><font
face="Arial"><span>LISTING DATE:<span>                                                </span></span>
<span><span class="msoDel"><del datetime="2003-07-30T15:04" cite="mailto:olotan"><font color="#ff0000" face="Arial">Commence
trading on</font></del></span></span> <st1:date month="8" day="18" year="2003"><span>August 18<sup>th</sup>, 2003</span></st1:date>
<span>at</span> <st1:time hour="7" minute="20"><span>7:20 a.m. CST</span></st1:time> <span><span><span><span>(</span></span></span></span><span><span>Pending
Board Approval Expected</span></span> <st1:date month="8" day="6" year="2003"><span><span>August 6, 2003</span></span></st1:date><span><span>).</span></span><span><span>       </span></span>
<span><span>           </span></span> <span><span>                       </span>
<span>                       </span></span>
<span><span> </span></span></font></h2><p class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>DESCRIPTION:
<span>                                               </span></span>
<span>The Fifth-Year MidCurve Options mirror all the features of</span></font></p><p class="MsoNormal"><span><font face="Arial">the
Two-year MidCurve Options except for the underlying futures. The Fifth-Year MidCurve Option is exercisable into a standard
quarterly Eurodollar futures contract with expiration 48 months following the option’s expiration. <span>         </span>
<span><span>                                                                       </span></span>
<span>.</span></font></span></p><p class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>CONTRACT SIZE:                    
                       </span>
<span>$1,000,000                                           </span>
<span>.</span></font></p><p class="MsoNormal"> </p><p class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>TRADING
HOURS:<span>                                           </span>
<span class="msoDel"><del datetime="2003-07-30T14:51" cite="mailto:olotan"><font face="Arial"><span><font color="#ff0000"
face="Arial">                                   </font></span></font></del></span>
<span>Regular Trading Hours: <span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:Stacey%20Jurek"><span>  </span></ins></span></span></span></font></p><p
class="MsoNormal"><span><span class="msoIns"><ins datetime="2003-07-31T09:48" cite="mailto:smazur"><font size="+0">Monday
– Friday<span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:Stacey%20Jurek"><font size="+0"><font size="+0"><font
size="+0"><font face="Arial"><span>  </span></font>  7:20 a<span class="msoIns"><ins datetime="2003-07-30T14:51"
cite="mailto:olotan"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial">.</font>m<span class="msoIns"><ins
datetime="2003-07-30T14:51" cite="mailto:olotan"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font face="Arial"><font size="+0" face="Arial">.</font> – 2:00 p<span class="msoIns"><ins datetime="2003-07-30T14:51"
cite="mailto:olotan"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font face="Arial">.</font>m<span class="msoIns"><ins
datetime="2003-07-30T14:51" cite="mailto:olotan"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font size="+0" face="Arial">.</font> CST<span class="msoIns"><ins datetime="2003-07-30T14:51"
cite="mailto:Stacey%20Jurek"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
size="+0" face="Arial">.</font> <span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:olotan"><font size="+0"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><span> </span>  <font color="#ff0000"><span class="msoDel"><del
datetime="2003-07-31T09:47" cite="mailto:smazur"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font
size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000"
face="Arial">Monday<del datetime="2003-07-31T09:46" cite="mailto:smazur"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font
size="+0"><font color="#ff0000"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
color="#ff0000"><font color="#ff0000" face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font
size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000" face="Arial"><font color="#ff0000" face="Arial">s<span
class="msoDel"><del datetime="2003-07-31T09:47" cite="mailto:smazur"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font
size="+0"><font color="#ff0000"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
color="#ff0000"><font color="#ff0000" face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font
size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000" face="Arial"><font color="#ff0000" face="Arial"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000"
face="Arial"><font color="#ff0000" face="Arial"><font color="#ff0000" face="Arial">– Friday<del datetime="2003-07-31T09:46"
cite="mailto:smazur"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font size="+0"><font
size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000" face="Arial"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000"
face="Arial"><font color="#ff0000" face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font
size="+0"><font color="#ff0000"><font color="#ff0000" face="Arial"><font color="#ff0000" face="Arial"><font color="#ff0000"
face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font
color="#ff0000" face="Arial"><font color="#ff0000" face="Arial"><font color="#ff0000" face="Arial"><font color="#ff0000" face="Arial"><font
color="#ff0000" face="Arial">s</font>.</font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></del></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></del></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></del></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></del></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></ins></span></font></font></font></font></ins></span></font></font></font></ins></span></font></ins></span></span></p><p
class="MsoNormal"><font face="Arial"><span>GLOBEX<span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:Stacey%20Jurek"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">®</font> <span><span class="msoIns"><ins datetime="2003-07-30T14:51"
cite="mailto:Stacey%20Jurek"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial">Trading Hours</font><span><span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:Stacey%20Jurek"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">:</font></font></font>
<span><span class="msoDel"><del datetime="2003-07-30T14:51" cite="mailto:olotan"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font color="#ff0000" face="Arial">®</font></font></font></font><span><span class="msoDel"><del
datetime="2003-07-30T14:51" cite="mailto:olotan"><font face="Arial"><font color="#ff0000" face="Arial">:</font></font></del></span></span></font></del></span></span></font></font></font></font></ins></span></span></font></font></font></font></font></ins></span></span></font></font></font></ins></span></span></font></p><p
class="MsoNormal"><span><span class="msoIns"><ins datetime="2003-07-31T09:46" cite="mailto:smazur"><font size="+0">Monday
- Thursday 2:13 p<span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:olotan"><font size="+0"><font size="+0"><font
size="+0"><font face="Arial">.</font>m<span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:olotan"><font size="+0"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0" face="Arial">.</font> –
7:<span class="msoIns"><ins datetime="2003-07-31T09:57" cite="mailto:smazur"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font size="+0">0<ins datetime="2003-07-31T09:45"
cite="mailto:smazur"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font
size="+0"><font size="+0" face="Arial">4</font><font size="+0"><span class="msoDel"><del datetime="2003-07-31T09:45" cite="mailto:smazur"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000">5<del datetime="2003-07-31T09:57"
cite="mailto:olotan"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
color="#ff0000"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font
color="#ff0000">05 a<span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:olotan"><font size="+0"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font face="Arial"><font
size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000"><font size="+0"><font
size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000"><font
color="#ff0000"><font color="#ff0000" face="Arial">.</font>m<span class="msoIns"><ins datetime="2003-07-30T14:51" cite="mailto:olotan"><font
size="+0"><font size="+0"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font
face="Arial"><font size="+0"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font size="+0"><font
size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000"><font
size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font color="#ff0000"><font
color="#ff0000"><font size="+0"><font size="+0"><font face="Arial"><font size="+0"><font size="+0"><font size="+0"><font color="#ff0000"><font
color="#ff0000"><font color="#ff0000"><font color="#ff0000" face="Arial"><font color="#ff0000" face="Arial">.</font> CST.<span><span>          </span></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></del></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></del></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></ins></span></font></font></font></ins></span></font></ins></span></span></p><p
class="MsoNormal"><span><font face="Arial"><span class="msoIns"><ins datetime="2003-07-31T09:46" cite="mailto:smazur"><font
face="Arial"><font face="Arial"><font face="Arial">Sunday & Holidays 5:32 <ins datetime="2003-07-31T09:47" cite="mailto:smazur"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">p.<span class="msoIns"><ins
datetime="2003-07-31T09:47" cite="mailto:smazur"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">m</font>.<span
class="msoIns"><ins datetime="2003-07-31T09:47" cite="mailto:smazur"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">– <ins datetime="2003-07-31T09:46"
cite="mailto:smazur"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial">7:<ins datetime="2003-07-31T09:47" cite="mailto:smazur"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">04 a</font>.<span
class="msoIns"><ins datetime="2003-07-31T09:47" cite="mailto:smazur"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">m</font>. CST.</font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></ins></font></font></font></ins></span></font></span></p><p
class="MsoNormal"><span><span><span><font face="Arial"><span>                                                           </span></font></span></span></span></p><p
class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>VALID CONTRACT MONTHS:<span>                           </span></span>
<span>September 2003, December 2003, March 2004, and</span></font></p><p class="MsoNormal"><font face="Arial"><span><span
class="msoDel"><del datetime="2003-07-30T15:04" cite="mailto:olotan"><font face="Arial"><font face="Arial"><font face="Arial"><span><font
color="#ff0000" face="Arial"> </font></span>   June 2004<span>.</span></font></font></font></del></span></span></font></p><p
class="MsoNormal"><span><font face="Arial"><span>                                   </span>
<span>                       </span></font></span></p><p
class="MsoNormal"><font face="Arial"><span><span>           </span></span>
<span><span> </span></span></font></p><h2><font face="Arial"><span>PRODUCT CODE:<span>                                </span>
<span>           </span></span> <span>E5<span><span>                               </span></span></span></font></h2><p
class="MsoNormal"> </p><p class="MsoNormal"><span><font face="Arial"><span>                                                                                                                                               </span></font></span></p><p
class="MsoNormal"><font face="Arial"><span><span class="msoIns"><ins datetime="2003-07-30T17:56" cite="mailto:zenworks"><font
face="Arial"><font face="Arial"><font face="Arial">STRIKE PRICES:<span>                                             </span>
 <span><span class="msoIns"><ins datetime="2003-07-30T18:00" cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial">Strikes within a range of</font> <span class="msoIns"><ins datetime="2003-07-30T17:56"
cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial">At-The<ins datetime="2003-07-30T17:59" cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial">-<ins datetime="2003-07-30T17:57" cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">M<ins
datetime="2003-07-30T17:56" cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">oney<ins datetime="2003-07-30T18:03" cite="mailto:zenworks"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">(ATM)<ins
datetime="2003-07-30T17:57" cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial">+/- 2.50</font></font> <span class="msoIns"><ins datetime="2003-07-30T18:00" cite="mailto:zenworks"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial">will be listed</font></font> <span class="msoIns"><ins datetime="2003-07-30T17:57" cite="mailto:zenworks"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial">for all mo</font><ins datetime="2003-07-30T18:01" cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">n</font><ins datetime="2003-07-30T17:57"
cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial">ths at an interval of 0.25.<span> </span>  Special 0.125 (half-strikes) will be
listed for 1<span><sup><span>st</span></sup></span></font></font> <span class="msoIns"><ins datetime="2003-07-30T17:59"
cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial">and 2<span><sup><span>nd</span></sup></span> Quarters</font></font><span
class="msoIns"><ins datetime="2003-07-30T18:01" cite="mailto:zenworks"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font face="Arial"><font
face="Arial"><font face="Arial">, within a range of ATM +/- .125 (1 up/dn).</font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></span></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></font></font></font></font></ins></font></font></font></font></font></font></font></ins></span></font></font></font></font></ins></span></span></font></font></font></ins></span></span></font></p><p
class="MsoNormal"> </p><p class="MsoNormal"><span><span class="msoIns"><ins datetime="2003-07-30T17:56" cite="mailto:zenworks"><font
face="Arial"> </font></ins></span></span></p><p class="MsoNormal"><font face="Arial"><span>MINIMUM PRICE INTERVALS:<span>             </span>
<span>           </span></span> <span>Half tick (0.005) for 1<sup>st</sup>
and 2<sup>nd</sup> quarterly options<span>                                        </span>
<span>                                   </span>
<span>           </span> Full tick (0.01) for 3<sup>rd</sup> and 4<sup>th</sup>
quarterly options.<span><span>                                                                 </span></span></span></font></p><p
class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>DOLLAR VALUE PER TICK:<span>                 </span>
<span>           </span></span> <span>Full tick <span class="msoDel"><del
datetime="2003-07-30T17:52" cite="mailto:zenworks"><font color="#ff0000" face="Arial">=</font></del></span> <span class="msoIns"><ins
datetime="2003-07-30T17:52" cite="mailto:zenworks">of</ins></span> 0.01 IMM Index point<span class="msoIns"><ins datetime="2003-07-31T09:48"
cite="mailto:smazur"><ins datetime="2003-07-30T17:52" cite="mailto:zenworks">= $25</ins></ins><ins datetime="2003-07-31T09:48"
cite="mailto:smazur">.00</ins><ins datetime="2003-07-31T09:57" cite="mailto:smazur">.</ins></span></span></font></p><p class="MsoNormal"><font
face="Arial"><span><span>                                                                       </span></span></font></p><p
class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>TERMINATION OF TRADING:<span>                           </span></span>
<span>Friday immediately preceding the third Wednesday of the contract month.<span> </span> <span>           </span></span></font></p><p
class="MsoNormal"><font face="Arial"><span><span>                                                                       </span></span></font></p><p
class="MsoNormal"> </p><p class="MsoNormal"> </p><p class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>FINAL
SETTLEMENT PRICE:<span>                            </span></span>
<span>The underlying futures contract (which is the futures contract</span></font></p><p class="MsoNormal"><span><font face="Arial">that
expires forty-eight calendar months after the month in which the option expires) as calculated on the close of the Final Settlement
Date.<span><span>              </span></span></font></span></p><p
class="MsoNormal"> </p><p class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>DELIVERY:<span>                              </span>
<span>                       </span></span>
<span>Cash Settled.<span><span>                           </span></span>
<span><span>                       </span>
<span>                                   </span></span></span></font></p><p
class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>POSITION LIMITS:<span>                                          </span></span>
<span><span class="msoDel"><del datetime="2003-07-31T09:53" cite="mailto:smazur"><font color="#ff0000" face="Arial"><span>           </span>
 <span>                       </span></font></del></span>
<span><span class="msoIns"><ins datetime="2003-07-31T09:52" cite="mailto:smazur">10,000 futures-equivalent contracts net all
contracts same side.</ins></span></span></span></font></p><p class="MsoNormal"><span><font face="Arial"><span class="msoDel"><del
datetime="2003-07-31T09:52" cite="mailto:smazur"><font face="Arial"><font face="Arial"><font face="Arial"><font color="#ff0000">Subject
to position accountability.</font> <span><span>                                                                     </span></span></font></font></font></del></span></font></span></p><p
class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>MINIMUM REPORTABLE LEVEL:<span>         
           </span></span> <span>850 contracts.</span></font></p><p
class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span><span>           </span>
<span> </span> <span>                      </span></span>
<span><span> </span></span></font></p><p class="MsoNormal"><font face="Arial"><span>CFTC REPORTABLE NUMBER: <span>           </span></span>
<span>Contact Judy Sepsey, CFTC, at <span>Maggie Sweet at 312-596-</span></span></font></p><p class="MsoNormal"><span><font
face="Arial">0609<span>.</span></font></span></p><p class="MsoNormal"> </p><p class="MsoNormal"> </p><p class="MsoNormal"><span><font
face="Arial">PERFORMANCE BOND</font></span></p><p class="MsoNormal"><font face="Arial"><span>REQUIREMENTS:<span>                                             </span></span>
<span>To be published by the Clearing House<span>.</span></span></font></p><p class="MsoNormal"> </p><p class="MsoNormal"> </p><p
class="MsoNormal"><font face="Arial"><span>CLEARING FEES:<span>                                            </span></span>
<span>To be published by the Audit Department.</span></font></p><p class="MsoNormal"> </p><p class="MsoNormal"> </p><p
class="MsoNormal"><span><font face="Arial">PRICE CONVENTIONS:</font></span></p><p class="MsoNormal"> </p><p class="MsoNormal"><span><font
face="Arial"><span>                                                                       </span></font></span></p><table
border="0" cellpadding="0" cellspacing="0" class="MsoNormalTable"><tbody><tr><td width="174" valign="top"><p align="right"
class="MsoNormal"> </p></td><td width="84" valign="top"><h5 align="center"><font color="#800080" face="Arial">Trade Price</font></h5></td><td
width="96" valign="top"><h5 align="center"><font color="#800080" face="Arial">Strike Price</font></h5></td><td width="258"
valign="top"><h5 align="center"><font color="#800080" face="Arial">Premium</font></h5><h5 align="center"><font color="#800080"
face="Arial">(Trade Price)</font></h5></td></tr><tr><td width="174" valign="top"><p class="MsoNormal"><span><font face="Arial">Actual
Price</font></span></p></td><td width="84" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td
width="96" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">96.25</font></span></p></td><td width="258"
valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">0.1650</font></span></p></td></tr><tr><td width="174"
valign="top"><p class="MsoNormal"><span><font face="Arial">TREX/TES Format</font></span></p></td><td width="84" valign="top"><p
align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td width="96" valign="top"><p align="center"
class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258" valign="top"><p align="center" class="MsoNormal"><span><font
face="Arial">0001650</font></span></p></td></tr><tr><td width="174" valign="top"><p class="MsoNormal"><span><font face="Arial">Unmatched
Trade Notice</font></span></p></td><td width="84" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td
width="96" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258"
valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">.1650</font></span></p></td></tr><tr><td width="174"
valign="top"><p class="MsoNormal"><span><font face="Arial">Trade Register File</font></span></p></td><td width="84" valign="top"><p
align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td width="96" valign="top"><p align="center"
class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258" valign="top"><p align="center" class="MsoNormal"><span><font
face="Arial">.1650</font></span></p></td></tr><tr><td width="174" valign="top"><p class="MsoNormal"><span><font face="Arial">Recap
Ledger</font></span></p></td><td width="84" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td
width="96" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258"
valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td></tr><tr><td width="174"
valign="top"><p class="MsoNormal"><span><font face="Arial">Settlement Price File</font></span></p></td><td width="84" valign="top"><p
align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td width="96" valign="top"><p align="center"
class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258" valign="top"><p align="center" class="MsoNormal"><span><font
face="Arial">1650</font></span></p></td></tr><tr><td width="174" valign="top"><h5><font color="#800080" face="Arial">SPAN
File</font></h5></td><td width="84" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td
width="96" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258"
valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">1650</font></span></p></td></tr><tr><td width="174"
valign="top"><p class="MsoNormal"><span><font face="Arial">GLOBEX Price Entry</font></span></p></td><td width="84" valign="top"><p
align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td width="96" valign="top"><p align="center"
class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258" valign="top"><p align="center" class="MsoNormal"><span><font
face="Arial">1650</font></span></p></td></tr><tr><td width="174" valign="top"><p class="MsoNormal"><span><font face="Arial">APS/ACS
File Format</font></span></p></td><td width="84" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td
width="96" valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258"
valign="top"><p align="center" class="MsoNormal"><span><font face="Arial">.1650</font></span></p></td></tr><tr><td width="174"
valign="top"><p class="MsoNormal"><span><font face="Arial">Cabinet (actual .0025)</font></span></p></td><td width="84" valign="top"><p
align="center" class="MsoNormal"><span><font face="Arial">n/a</font></span></p></td><td width="96" valign="top"><p align="center"
class="MsoNormal"><span><font face="Arial">9625</font></span></p></td><td width="258" valign="top"><p align="center" class="MsoNormal"><font
face="Arial"><span>9999999 or CAB (GLOBEX = 0 (zero))</span></font></p></td></tr></tbody></table><p class="MsoNormal"><span><font
face="Arial"><span>                                   </span></font></span></p><p
class="MsoNormal"> </p><p class="MsoNormal"> </p><p class="MsoNormal"><font face="Arial"><span>FOR FURTHER INFORMATION,
CONTACT:</span></font></p><p class="MsoNormal"> </p><p class="MsoNormal"><span><font face="Arial">cme.com Inquiries<span>                                 </span>
Customer Service<span>                      </span>
(800) 331-3332</font></span></p><p class="MsoNormal"><span><font face="Arial">General Information:<span>                              </span>
Ori Lotan<span>                                  </span>
(312) 466-7430</font></span></p><p class="MsoNormal"><span><font face="Arial">Stacey Jurek <span>                           </span>
(312) 338-2088</font></span></p><p class="MsoNormal"><span><font face="Arial">Steve Mazur<span>                             </span>
(312) 930-2035</font></span></p><p class="MsoNormal"><span><font face="Arial">GLOBEX Information:<span>                            </span>
GLOBEX Control Center (312) 456-2391</font></span></p><p class="MsoNormal"><span><font face="Arial">Performance Bond Information:<span>               </span>
Risk Management Dept.<span>            </span> (312) 648-3888</font></span></p><p
class="MsoNormal"><span><font face="Arial">Position Limits:<span>                                     </span>
Ken Lovett<span>                                </span>
(312) 648-3259</font></span></p><p class="MsoNormal"><span><font face="Arial">Settlement/Delivery Information:<span>             </span>
Morgan Culverhouse<span>                  </span>
(312) 930-2892</font></span></p><p> </p></div>
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