Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | CME Group Equity Index Product Changes - Effective August 19, 2007
Notice Date | 2007-08-01
Notice Number | Q2007-193
Effective Date | 2007-08-19
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: E-mini S&P 500 Options (ES) E-mini NASDAQ-100 Options (NQ) NASDAQ-100 Options (ND) 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: S&P 500 EOM Options (EV) 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 CME S&P 600 Small Cap Futures contract from a full-size contract to an E-mini contract Minimum tick value changes from $20 to $10 Multiplier is halved from 200 to 100 E-mini S&P 600 Small Cap futures will be fully fungible with the new “full-size” S&P 600 Small Cap futures contract (defined below) on a 5:1 basis All other specifications remain as originally detailed. Click here to see existing product specifications. Add a new “full-size” Small Cap S&P 600 Futures Contract (Open Outcry only) -- please refer to Exhibit 2 (attached) for detailed product specifications. Highlights of the new contract are: Multiplier is $500 Minimum tick value is $.05 Index Points ($25 per contract) “Full-size” 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