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CME Announces Regular Quarterly Revision Of Price Limits And Bands

Date 30/09/2003

Regular quarterly revision of price limits and bands for stock index futures and options traded on Chicago Mercantile Exchange Inc. (CME) become effective with today's GLOBEX® electronic trading session beginning at 3:30 p.m. (Central time).

The circuit breaker price levels for the fourth quarter of 2003 will be:

Contracts 5% Limit 10% Limit 15% Limit 20% Limit 25% Band  
S&P 500Ò & E-miniä S&P 500 50.00 100.00 150.00 200.00 na
S&P MidCap 400ä & E-mini S&P MidCap 400 25.00 50.00 75.00 100.00 na
S&P/BARRA Growthä 25.00 50.00 75.00 100.00 na
S&P/BARRA Valueä 22.00 45.00 67.00 90.00 na
Russell 1000Ò 28.00 55.00 82.00 110.00 na
Russell 2000Ò & E-mini Russell 2000 25.00 50.00 75.00 100.00 na
NASDAQ-100Ò & E-mini NASDAQ-100 65.00 130.00 195.00 260.00 na
FORTUNE e-50ä 14.00 28.00 42.00 56.00 na
LMC TRAKRSSM na na na na 7.50
LS Tech TRAKRSSM na na na na 9.40
Select 50 TRAKRSSM na na na na 7.00
Commodity TRAKRSSM   na na na na 6.15
Euro TRAKRSSM   na na na na 6.40
S&P 500 Financial SPCTRä 17.00 34.00 51.00 68.00 na
S&P 500 Technology (Telecom/IT) SPCTRä 10.00 20.00 30.00 40.00 na
S&P SmallCap 600ä 12.00 24.00 36.00 48.00 na

Additional information about the application of price limits is available on the CME Web site at http://www.cme.com/products/index/products_index_pricelimitguide.cfm. Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exc

hange in the United States for the trading of futures and options on futures. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX® around-the-clock electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.5 billion per day in settlement payments in the first quarter of 2003 and managed $28.5 billion in collateral deposits at March 31, 2003. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME).

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