| NEW CONTRACT NOTICE |
| CONTRACT NAME: |
CME E-mini NASDAQ-100 Index Options on Futures |
| LISTING DATE: |
Sunday, November 21, 2004 |
| DESCRIPTION: |
Option on one CME E-mini NASDAQ-100 futures contract |
| CONTRACT SIZE: |
One CME E-mini NASDAQ-100 Index Futures Contract, equivalent to $20 x NASDAQ-100 Index |
| CME GLOBEX TRADING HOURS: |
Monday through Thursday, 5:00 p.m. - 3:15 p.m. Central time (CT) and 3:30 p.m. - 4:30 p.m CT the next day; shutdown period
from 4:30 p.m. - 5:00 p.m. CT nightly; Sunday and Holidays 5:00 p.m. - 3:15 p.m. CT the next day
|
| VALID CONTRACT MONTHS: |
All twelve calendar months |
| INITIAL CONTRACT MONTHS: |
2 Quarterlies (Dec 2004 and Mar 2005) and 2 Serials (Jan 2005 and Feb 2005) |
| COMMODITY CODE: |
NQ Puts/Calls |
| TICKER SYMBOL: |
NQ Puts/Calls. Example: the symbol "NQZ4 C1525" refers to a CME E-mini NASDAQ-100 December, 2004, 1525 Call |
| MINIMUM PRICE INTERVALS: |
.05 Index Points or $1.00; Cabinet = 0.025 Index Points or $0.50 |
| DOLLAR VALUE PER TICK: |
$1.00 |
| EXERCISE PRICE INCREMENTS: |
10 Index Points, e.g. 1500, 1510, 1520, etc. |
| EXERCISE PRICE LISTING RULES: |
CME will list the exercise price that is nearest to the at-the-money price, and 10 exercise prices above and 10 below that
exercise price.
|
| EXERCISE: |
American Style. All in-the-money options are automatically exercised at expiration in the absence of contrary instructions.
Options may be exercised until 7:00 p.m. CT on any business day the option is traded.
|
| TERMINATION OF TRADING: |
Third Friday of the contract month |
| POSITION LIMITS: |
5,000 Standard Sized NASDAQ-100 contracts or the combined futures equivalent |
| MINIMUM REPORTABLE LEVEL: |
25 Standard Sized NASDAQ-100 contracts or the combined futures equivalent |
| CFTC REPORTABLE NUMBER: |
Contact Judy Sepsey, CFTC, at Maggie Sweet at 312-596-0609. |
| PERFORMANCE BOND REQUIREMENTS: |
To be published by the Clearing House |
| CLEARING FEES: |
To be published by the Audit Department |
