Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject CME E-mini S&P 500 Futures Maximum Order Size Increase – Effective Sunday, April 22, 2007
Notice Date 2007-04-16
Notice Number Q2007-099
Effective Date 2007-04-22

Effective Sunday, April 22, 2007, the maximum order size for CME E-mini S&P 500 futures outrights will change, from 1500 contracts to 2,000 contracts.  This change was approved by the Exchange on March 20, 2007. The maximum order size will increase from 1,500 to 2,000 contracts for CME E-mini S&P 500 futures outrights only.  The order quantity on all other stock index futures will remain unchanged.

 

Market

 

Futures Order Entry Quantity Restriction

E-mini S&P 500 Futures

2,000