Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Announces Regular Quarterly Revision Of Price Limits For Stock Index Products

Date 30/06/2003

Regular quarterly revision of price limits for stock index futures and options traded on Chicago Mercantile Exchange Inc. (CME) become effective with today's GLOBEX® electronic trading session beginning at 3:45 p.m. (Central time).

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

Contracts 5% Limit 10% Limit 15% Limit 20% Limit
S&P 500Ò & E-miniä S&P 500 45.00 90.00 135.00 180.00
S&P MidCap 400ä & E-mini S&P MidCap 400 22.00 45.00 67.00 90.00
S&P/BARRA Growthä 25.00 50.00 75.00 100.00
S&P/BARRA Valueä 22.00 45.00 67.00 90.00
Russell 1000Ò 28.00 55.00 82.00 80.00
Russell 2000Ò & E-mini Russell 2000 20.00 40.00 60.00 80.00
NASDAQ-100Ò & E-mini NASDAQ-100 60.00 120.00 180.00 240.00
FORTUNE e-50ä 13.00 26.00 39.00 52.00
LMC TRAKRSSM na na na na
LS Tech TRAKRSSM na na na na
Select 50 TRAKRSSM na na na na
S&P 500 Financial SPCTRä 16.00 32.00 48.00 64.00
S&P 500 Technology (Telecom/IT) SPCTRä 9.00 18.00 27.00 36.00
S&P SmallCap 600ä 11.00 22.00 33.00 44.00

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..