Dear CME Globex Customers,

CME currently disseminates both the Five Best Bids/Offers (MA) message and the Delete N Lines (MC) and Market Sheet (MF) messages for certain CME futures and options on futures, providing both full-depth and five-deep market data. Effective Sunday, March 19, 2006 (for trade date March 20), to reduce bandwidth utilization, CME is eliminating the MC and MF market data messages for all CME products except:

• CME Russell 2000^® futures
• CME NASDAQ-100^® futures
• CME S&P 500^® futures
• CME S&P MidCap 400^® futures

The MA message will continue to be disseminated for all CME products, providing top-five market data.

If movement in a CME Equity or CME Foreign Exchange options market price necessitates a mid-week strike prices addition, CME will provide full-depth market data (MC and MF messages) for that instrument for the remainder of that week.

This change only applies to RLC market data via the CME Market Data API (MD API) and CME Market Data Platform.

These products, without the MC and MF messages, are currently available for testing in the CME certification environment. This change should have no impact on most customer systems; however, customers are encouraged to verify that their systems do not rely on the MC and MF messages.

Thank you,

CME