Effective Sunday, March 19, 2006 for trade date March 20, 2006, CME is eliminating the Delete N Lines (MC) and Market Sheet (MF) market data messages for all CME products in order to reduce bandwidth utilization, with the following exceptions:

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

CME  currently disseminates both 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. 

The Five Best Bids/Offers (MA) message will continue to be disseminated for all CME products, providing top-five market data.

These products, minus the MC and MF message types, will be available for testing in the CME certification environment on Monday, March 6, 2006.  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.

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

If you have any questions regarding this notice, please contact:

Marilee Radecki                                  312.930.8193                          mradecki@cme.com

Kevin Brady                                         312.648.3653                          kbrady@cme.com