| #
|
Options also eligible for strike listings at 1/2 the
normal strike price interval under certain circumstances. Please see Rulebook. |
| ##
|
Termination of trading for certain interest rate
contracts shall be 11:00 a.m. London time on the second London business day immediately preceding
the third Wednesday of the contract month. This is 5:00 a.m. Chicago time, except when Daylight
Savings Time is in effect in either, but not both, London or Chicago. |
| ###
|
The underlying futures contract for serial month options
is the Eurodollar (Euroyen) futures contract in the March quarterly cycle with an expiration date
most closely following the option's expiration date. For example, the December 2004 Eurodollar
(Euroyen) futures contract is the underlying contract for the November 2004 options. |
| ####
|
Spot Butter, Spot Cheese and Spot Nonfat Dry Milk trade
daily. |
|
| *
|
Times in parentheses indicate close on last day of
trading (Central Time). Please note that pursuant to Rules 45202.G and 45302.G, the Eurodollar and
Libor contracts will close on the last day of trading at 11:00 a.m. London Time on the second
London bank business day immediately preceding the third Wednesday of the contract month. This is
5:00 a.m. Chicago time except when Daylight Savings time is in effect in either, but not both
London or Chicago. |
| **
|
See special provisions of contract in Rulebook. |
| ***
|
In the third and fourth nearest contract month of the
March quarterly cycle for the following products: quarterly S&P
® Midcap 400
TM
, quarterly Russell 2000
®, quarterly S&P 500
®/Barra
® Growth and quarterly S&P 500/Barra Value, the exercise prices shall be an
integer divisible by 5. In all other months, the exercise prices will be a number divisible by
2.5. |
| ****
|
The underlying futures contract for Brazilian Real
monthly options is the futures contract with the same contract month as the monthly option. For
Brazilian Real weekly expiration options, the underlying futures contract is the nearest futures
contract in the consecutive contract month cycle that has not yet terminated. |
|
| +
|
The underlying futures contract for both serial and
quarterly options as well as for weekly expiration options is the futures contract with greater
than two Exchange business days before its LTD when the options expire. Please note that a weekly
option will expire during each week in which no serial or quarterly option is scheduled to expire,
however, weekly currency options may be listed up to five weeks prior to their expiration. |
| ++
|
In the third and fourth nearest contract month in the
S&P 500 March quarterly cycle, the exercise prices, with the exception of quarter point strike
prices, shall be an integer divisible by 10. In all other months, the exercise prices will be an
integer divisible by 5. |
| +++
|
Currency futures trades may also occur during RTH in ½
tick increments for intra-commodity spreads executed as simultaneous transactions pursuant to Rule
542.A. |
| ++++
|
The One-Month LIBOR, Feeder Cattle, quarterly S&P
500, quarterly E-mini
TM S&P 500, quarterly E-mini S&P 500, quarterly S&P 500/Barra Growth Index,
quarterly S&P 500/Barra Value Index, quarterly Midcap 400, quarterly E-mini Midcap 400,
quarterly Nikkei
® 225, quarterly NASDAQ-100
® Index, quarterly E-mini NASDAQ-100 Index, quarterly Russell 2000 Index,
quarterly E-mini Russell 2000, quarterly Eurodollar, quarterly
Euroyen, monthly Brazilian Real and the monthly Goldman Sachs contracts are cash-settled on
the settlement day. |
| +++++
|
For monthly options, the underlying futures contract is
the same as the option contract month. For weekly expiration options that expire before the monthly
option the underlying futures contract is the same as the option contract month. For weekly options
which expire after the monthly options, the underlying futures contract is the futures contract of
the next consecutive calendar month. |
|
| ^
|
Times in parentheses indicate close on last day of
trading (Central Time). RTH = REGULAR TRADING HOURS |
| ^^
|
The Reopening Process: Once trading in the primary
securities market resumes after a trading halt, trading in CME
® domestic Equity Index futures contracts shall resume only after 50 percent of the
stocks underlying the S&P 500 Stock Price Index (selected according to capitalization weights)
have reopened. |
| ^^^
|
Times in parentheses indicate close on last day of
trading (Central Time). Please note that pursuant to Rule 26001.G, the contract will close on the
last day of trading at 2:00 a.m. (Chicago Time), but may be either 1:00 a.m. or 3:00 a.m. (Chicago
Time) when Daylight Savings Time is in effect in either, but not both, Moscow or Chicago. |
| ^^^^
|
Flex
® Contracts are not traded within 10 minutes of the daily opening and within 30 minutes
of the daily close. |
| ^^^^^
|
All trading in the E-mini S&P 500 will occur on
Globex
® with the exception of "All-or-None" (AON) trades during RTH. Trading shall continue on
Globex until 8:30 a.m. the day following the last day of trading on the trading floor. |
|
| &
|
AON is All-Or-None with the minimum AON threshold in
contracts within the paranthesis. |
