Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Expanded Equity Index Futures Spread Listings on CME Globex - Effective Sunday, November 18, 2007
Notice Date | 2007-10-31
Notice Number | Q2007-276
Effective Date | 2007-11-18
Starting Sunday, November 18, 2007 (trade date Monday, November 19), the available equity index futures spread listings will be expanded to include five quarters in the March Quarterly cycle: on CME Globex. These products currently list only one futures calendar spread for trading. The following contracts will be affected: · E-mini S&P 500 Futures · E-mini NASDAQ 100 Futures · E-mini S&P MidCap 400 Futures · E-mini S&P SmallCap 600 Futures Additionally, for the E-mini Russell 2000, the available futures spread listings will be expanded to include four quarters in the March Quarterly cycle. The table below depicts available spread combinations.
New CME Globex Equity Index Calendar Spreads As Of Sunday, November 18, 2007
Calendar Spread Legs | Mar ‘08 | Jun ‘08 | Sep ‘08 | Dec ‘08
Dec ‘07 | Currently Listed | New Listing | New Listing | New Listing
Mar ‘08 |  | New Listing | New Listing | New Listing
Jun ‘08 |  |  | New Listing | New Listing
Sep ‘08 |  |  |  | New Listing*
*except E-mini Russell 2000 futures