Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Raises Order Quantity For Equity Index Futures On CME® Globex®

Date 08/12/2004

In response to customer demand, CME will increase its order quantity limit on all electronically traded equity index futures contracts listed on CME® Globex®. The maximum order size will be increased from 400 to 1,500 contracts for E-mini(TM) S&P 500® and E-mini NASDAQ-100© futures contracts. The order quantity on all other stock index futures will be increased from 400 to 500 contracts. Additionally, the maximum order quantity on calendar spreads will be increased from 1,000 to 5,000 on all electronically traded equity futures contracts.

Market

Futures Order Entry Quantity Restriction

Futures Calendar Spread Order Entry Quantity Restriction

E-mini S&P 500 and E-mini NASDAQ-100 Futures

1,500

5,000

All Other Stock Index Futures

500

5,000

**Note: Order size increases do not apply to CME’s non-traditional TRAKRS(TM) futures products.

The change in the maximum order size for both the outright and spread markets will allow markets participants a more efficient way to execute their larger sized orders.This change will become effective January 9, 2005.

If you have any questions regarding this, please call CME Equity Index Products at +1 312-930-8233.

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