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CME Announces Regular Quarterly Revision Of Price Limits For Equity Index Products Beginning Tuesday, Oct. 1

Date 01/10/2002

Regular quarterly revision of price limits for equity index futures and options traded on Chicago Mercantile Exchange Inc. (CME) became effective with the start of trading on Monday, Sept. 30, 2002, at 3:45 p.m. (Central time).

Circuit breakers apply to trading in CME futures and options on the S&P 500®, E-mini™ S&P 500, S&P 500/BARRA Growth, S&P 500/BARRA Value, S&P MidCap 400, E-mini MidCap 400, Russell 2000, E-mini Russell 2000, Nasdaq-100, E-mini Nasdaq-100, FORTUNE e-50, S&P 500 Financial SPCTR and S&P 500 Technology SPCTR indexes.

The circuit breaker price levels for the fourth quarter of 2002 are:

 

S&P 500 & E-mini

MidCap 400

& E-mini

S&P/BARRA Growth

S&P/BARRA Value

Russell 2000 &

E-mini

Nasdaq-100 &

E-mini

FORTUNE

e-50

S&P 500

Financial

SPCTR

S&P 500 Technology (Telecom/IT)

SPCTR

5% Limit

40.00

20.00

20.00

20.00

17.00

40.00

9.00

15.00

8.00

10% Limit

80.00

40.00

40.00

40.00

35.00

80.00

18.00

30.00

16.00

15% Limit

120.00

60.00

60.00

60.00

52.00

120.00

27.00

45.00

24.00

20% Limit

160.00

80.00

80.00

80.00

70.00

160.00

36.00

60.00

32.00

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