• New E-mini S&P MidCap 400 - E-mini Russell 2000 Inter-Commodity Spreads on CME Globex - Effective Sunday, May 18, 2008

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2008-079
      • Notice Date
      • 23 April 2008
      • Effective Date
      • 18 May 2008
    • Effective Sunday, May 18, 2008, the following inter-commodity spreads will be available for trading on CME Globex:
       
      ·          June ’08 E-mini S&P 400 Midcap futures versus June ’08 E-mini Russell 2000 futures (EMDM8 – ER2M8)
      ·          Sept ’08 E-mini S&P 400 Midcap futures versus Sept ’08 E-mini Russell 2000 futures (EMDU8 – ER2U8)
      ·          Sept ’08 E-mini S&P 400 Midcap futures versus June ’08 E-mini Russell 2000 futures (EMDU8 – ER2M8)
       
      The spread type indicator is EC. These inter-commodity spreads are 1:1 ratio spreads, with a minimum tick of .05.
       
      These inter-commodity spreads will be listed at the request of customers who are looking for a way to transfer their E-mini Russell 2000 open interest to a liquid trading alternative.