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
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