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
|