Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | New E-mini S&P MidCap 400 - E-mini Russell 2000 Inter-Commodity Spreads on CME Globex - Effective Sunday, May 18, 2008
Notice Date | 2008-04-23
Notice Number | Q2008-079
Effective Date | 2008-05-18
Effective Sunday, May 18, 2008 , the following inter-commodity spreads will be available for trading on CME Globex: · June ’08 E-mini S&P 400 Midcap futures versus June ’08 E-mini Russell 2000 futures (EMDM8 – ER2M8) · Sept ’08 E-mini S&P 400 Midcap futures versus Sept ’08 E-mini Russell 2000 futures (EMDU8 – ER2U8) · Sept ’08 E-mini S&P 400 Midcap futures versus June ’08 E-mini Russell 2000 futures (EMDU8 – ER2M8) The spread type indicator is EC. These inter-commodity spreads are 1:1 ratio spreads, with a minimum tick of .05. These inter-commodity spreads will be listed at the request of customers who are looking for a way to transfer their E-mini Russell 2000 open interest to a liquid trading alternative.