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.