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Annual Leading Products Guide
 

Annual Leading Products Guide

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The Annual Leading Products guide features our top contracts in terms of average daily volume open interest across our core futures and options across all asset classes in addition to all contracts ...

The Annual Leading Products guide features our top contracts in terms of average daily volume open interest across our core futures and options across all asset classes in addition to all contracts reaching over 1,000 ADV in 2011 across futures and options along with extensive contact specification information.

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    Annual Leading Products Guide Annual Leading Products Guide Presentation Transcript

    • LEADING PRODUCTS GUIDEAG EQ MT FX IR EN
    • As the world’s leading and most diverse derivatives marketplace, CME Group is where the world comesto manage risk. CME Group exchanges offer the widest range of global benchmark products acrossall major asset classes, including futures and options based on interest rates, equity indexes, foreignexchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyersand sellers together through its CME Globex® electronic trading platform and its trading facilities inNew York and Chicago. CME Group also operates CME Clearing, one of the world’s leading centralcounterparty clearing providers, which offers clearing and settlement services across asset classes forexchange-traded contracts and over-the-counter derivatives transactions. These products and servicesensure that businesses everywhere can substantially mitigate counterparty credit risk. 2
    • ANNUAL LEADING PRODUCTS GUIDEProducts represented below include those that showed over 1,000 Average Daily Volume, (ADV) in 2011.AGRICULTURE 4–6 EQUITY INDEXES 7–9 ENERGY 10 – 14Built on the heritage of CME and CBOT, our We are the world’s leading marketplace for Since NYMEX joined CME Group in 2008,markets provide participants with the most equity index futures and options, offering we have offered the most extensive and liquidliquid and extensive selection of agricultural trading on key benchmarks including the global energy marketplace in the world, withfutures, options and cleared OTC swaps of any S&P 500, NASDAQ-100, Dow Jones contracts that include Light Sweet Crude Oilexchange. Many of our contracts are recognized Industrial Average, Nikkei 225 and S&P (WTI), Natural Gas (Henry Hub), petroleumas global benchmarks, with trading on grains, CNX Nifty indexes. and electricity products.oilseeds, livestock, dairy, lumber and more. Futures 7 – 8 Futures 10 – 12 Futures 4 – 5 Options 9 Options 13 – 14 Options 6 FOREIGN EXCHANGE (FX) 15 – 20 INTEREST RATES 21 – 24 METALS 25 – 26With CME FX, you have transparent and equal Spanning the entire U.S. dollar-denominated In an uncertain world, our metal marketsaccess to an innovative global product suite of yield curve, our products include futures and represent some of the most solid trading56 futures and 31 options contracts. We are the options on the most widely followed U.S. Interest opportunities available, with a lineup featuringlargest regulated FX marketplace in the world. Rate benchmarks. CME Group is also the only contracts on gold, silver, platinum, palladium, marketplace to offer deep, liquid Interest Rate copper, iron ore, aluminum and steel.Futures 15 – 17 products from 30 days to 30 years. Futures 25 Options 18 – 20 Futures 21 – 22 Options 26 Options 23 – 24 3
    • LEADING AGRICULTURAL PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011. FUTURES Bloomberg Reuters Trading Hours Last Trading Day Product ADV 2011 Symbol Code Code Contract Size Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months GRAINS AND OILSEEDS OO C CA, ECA OO C 5,000 bushels $0.0025 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Dec (Z), Mar (H), May (K), Corn1 313,511 GLBX ZC GLBX ZC per bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) Jul (N), Sep (U) OO S SA, ESA OO S 5,000 bushels $0.0025 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Nov (X), Jan (F), Mar (H), Soybeans1 179,142 GLBX ZS GLBX ZS per bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) May (K), Jul (N), Aug (Q), Sep (U) OO W WA, EWA OO W 5,000 bushels $0.0025 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Jul (N), Sep (U), Dec (Z), Wheat1 96,362 GLBX ZW GLBX ZW per bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) Mar (H), May (K) OO BO BOA, EBOA OO BO 60,000 lbs. $0.0001 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Oct (V), Dec (Z), Jan (F), Soybean Oil1 95,859 GLBX ZL GLBX ZL per lb. GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) Mar (H), May (K), Jul (N), Aug (Q), Sep (U) OO SM SMA, ESMA OO SM 100 short tons $0.10 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Oct (V), Dec (Z), Jan (F), Soybean Meal1 67,144 GLBX ZM GLBX ZM per short ton GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) Mar (H), May (K), Jul (N), Aug (Q), Sep (U) OO RR RRFA OO RR 2,000 hundred $0.005 per OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Jan (F), Mar (H), May (K), Rough Rice1 2,206 GLBX ZR GLBX ZR weights hundredweight GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) Jul (N), Sep (U), Nov (X) OO YC YCA OO YC 1,000 bushels $0.00125 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Dec (Z), Mar (H), May (K), Mini-Sized Corn1 1,444 GLBX XC GLBX XC per bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) Jul (N), Sep (U) OO YK YKA OO YK 1,000 bushels $0.00125 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Nov (X), Jan (F), Mar (H), Mini-Sized 1,444 GLBX XK GLBX XK per bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) May (K), Jul (N), Aug (Q), Soybeans1 Sep (U) OO O OA OO O 5,000 bushels $0.0025 per OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Business day prior to 15th calendar day Mar(H), May (K), Jul (N), Oats1 1,386 GLBX ZO GLBX ZO bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. of the contract month (12:00 p.m.) Sep (U), Dec (Z)For additional contract specifications on our Agricultural products, visit cmegroup.com/agricultural.OO = Open Outcry GLBX = CME Globex1 These contracts are listed with, and subject to, the rules and regulations of CBOT.2 These contracts are listed with, and subject to, the rules and regulations of CME.* On major USDA Report days, open outcry (floor trading) will open early at 7:20 a.m. 4
    • FUTURES Bloomberg Reuters Trading Hours Last Trading Day Product ADV 2011 Symbol Code Code Contract Size Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months LIVESTOCK OO LC LCA OO LC 40,000 lbs. $0.00025 OO Mon – Fri 9:05 a.m. – 1:00 p.m. Last business day of the contract Feb, Apr, Jun, Aug, Live Cattle2 53,701 GLBX LE GLBX LE per lb. GLBX Mon – Fri 9:05 a.m. – 1:55 p.m. month (OO 12:00 p.m., GLBX Oct, Dec 12:00 p.m.) OO LH LHA OO LH 40,000 lbs. $0.00025 OO Mon – Fri 9:05 a.m. – 1:00 p.m. 10th business day of the contract Feb, Apr, May, Jun, Jul, Lean Hogs2 39,563 GLBX HE GLBX HE per lb. GLBX Mon – Fri 9:05 a.m. – 1:55 p.m. month (OO 12:00 p.m., GLBX Aug, Oct, Dec 12:00 p.m.) OO FC FCA OO FC 50,000 lbs. $0.00025 OO Mon – Fri 9:05 a.m. – 1:00 p.m. Last Thursday of the contract Jan, Mar, Apr, May, Aug, Feeder Cattle2 6,271 GLBX GF GLBX FQ per lb. GLBX Mon – Fri 9:05 a.m. – 1:55 p.m. month (OO 12:00 p.m., GLBX Sep, Oct, Nov 12:00 p.m.) DAIRY OO DA DAA OO DA 200,000 lbs. $0.01 per cwt OO Mon – Fri 9:05 a.m. – 1:10 p.m. Business day immediately All calendar months GLBX DC GLBX DN GLBX Sun – Fri 5:00 p.m. – 1:55 p.m. preceding the day on which the Class III Milk2 1,463 USDA announces the Class III price for that contract month (12:10 p.m.) FOREST OO LB LBA OO LB 110,000 bd. ft. of $0.10 per 1,000 OO Mon – Fri 9:00 a.m. – 1:05 p.m. Business day immediately Jan, Mar, May, July, Random Length 1,267 GLBX LBS GLBX LBS random length bd. ft. GLBX Mon– Fri 9:00 a.m. – 1:55 p.m. preceding the 16th calendar day of Sep, Nov Lumber2 2x4s (8’ to 20’) the contract month (12:05 p.m.) COMMODITY INDEXES OO GI GIA OO GI $250 times .05 index points OO Mon – Fri 7:55 a.m. – 1:40 p.m. 11th business day of the contract All calendar months S&P GSCI2 1,303 GLBX GD GLBX GDG S&P GSCI GLBX Sun – Fri 5:00 p.m. – 4:00 p.m.. month (1:40p.m.)For additional contract specifications on our Agricultural products, visit cmegroup.com/agricultural.OO = Open Outcry GLBX = CME Globex1 These contracts are listed with, and subject to, the rules and regulations of CBOT.2 These contracts are listed with, and subject to, the rules and regulations of CME. 5
    • OPTIONS Bloomberg Reuters Contract Minimum Trading Hours Last Trading Day Product ADV 2011 Symbol Code Code Size Tick All Times Shown Are Central Time Termination of Trading Time Contract Months GRAINS AND OILSEEDS OO CY (CALLS) Cmy C OO C 5,000 $0.00125 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Last Friday preceding the last business Dec (Z), Mar (H), May (K), Corn1 112,591 & PY (PUTS) GLBX ZC bushels per bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. day of the month preceding the option Jul (N), Sep (U) GLBX OZC month by at least two business days. OO CZ (CALLS) SA OMON, OO S 5,000 $0.00125 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Last Friday preceding the last business Nov (X), Jan (F), Mar (H), Soybeans1 52,389 & PZ (PUTS) ESA OMON GLBX ZS bushels per bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. day of the month preceding the option May (K), Jul (N), Aug (Q), GLBX OZS SmyC month by at least two business days. Sep (U) OO WY(CALLS) WmyC OO W 5,000 $0.00125 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Last Friday preceding the last business Jul (N), Sep (U), Dec (Z), Wheat1 18,546 & WZ (PUTS) GLBX ZW bushels per bushel GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. day of the month preceding the option Mar (H), May (K) GLBX OZW month by at least two business days. OO OY (CALLS) BOA OMON, OO BO 60,000 lbs. $0.00005 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Last Friday preceding the last business Oct (V), Dec (Z), Jan (F), Soybean Oil1 9,368 & OZ (PUTS) OMON, GLBX ZL per lb. GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. day of the month preceding the option Mar (H), May (K), Jul (N), GLBX OZL BOmyC month by at least two business days. Aug (Q), Sep (U) OO MY (CALLS) SMA OMON, OO SM 100 short $0.05 OO Mon – Fri 9:30 a.m. – 2:00 p.m.* Last Friday preceding the last business Oct (V), Dec (Z), Jan (F), Soybean Meal1 3,752 & MZ (PUTS) OMON, GLBX ZM tons per short GLBX Sun – Fri 5:00 p.m. – 2:00 p.m. day of the month preceding the option Mar (H), May (K), Jul (N), GLBX OZM SMmyC ton month by at least two business days. Aug (Q), Sep (U) LIVESTOCK OO CK (CALLS) LCmyC 1 OO LC 40,000 lbs. Full Tick: OO Mon – Fri 9:05 a.m. – 1:02 p.m. 1st Fri of the delivery month of the Feb, Apr, Jun, Aug, & PK (PUTS) LCmyP 1 GLBX LE $0.00025 per lb. GLBX Mon – Fri 9:05 a.m. – 1:55 p.m. underlying futures contract Oct, Dec (Regular) Live Cattle2 11,954 GLBX LE Half Tick: (OO 12:00 p.m., GLBX 12:00 p.m.) Jan, Mar, May, Jul, Nov $0.000125 per lb. (serial) OO CH (CALLS) LHmyC 1 OO LH 40,000 lbs. Full Tick: OO Mon – Fri 9:05 a.m. – 1:02 p.m. 10th business day of the month Feb, Apr, May, Jun, Jul, Aug, & PH (PUTS) LCmyP 1 GLBX HE $0.00025 per lb. GLBX Mon – Fri 9:05 a.m. – 1:55 p.m. (OO 12:00 p.m., GLBX 12:00 p.m.) Oct, Dec Lean Hogs2 4,246 GLBX HE Half Tick: $0.000125 per lb. DAIRY OO DA DAmyC OO DA 200,000 lbs. Full Tick: OO Mon – Fri 9:05 a.m. – 1:12 p.m. Business day immediately All calendar months GLBX DC GLBX DN $0.01 per cwt GLBX Sun – Fri 5:00 p.m. – 1:55 p.m. preceding the day on which the Class III Milk2 1,207 Half Tick: USDA announces the Class III price $0.005 per cwt for that contract month (12:10 p.m.)For additional contract specifications on our Agricultural products, visit cmegroup.com/agricultural.OO = Open Outcry GLBX = CME Globex1 These contracts are listed with, and subject to, the rules and regulations of CBOT.2 These contracts are listed with, and subject to, the rules and regulations of CME.* On major USDA Report days, floor will open early at 7:20 a.m. 6
    • LEADING EQUITY INDEX PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011. U.S. INDEX FUTURES ADV Bloomberg Reuters Trading Hours* Last Trading Day Contract Product 2011 Symbol Code Code Multiplier Minimum Tick All Times Shown Are Central Time Termination of Trading Time Months LARGE-CAP ES ESA ES $50 OUTRIGHT 0.25 = $12.50 GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. 3rd Fri (8:30 a.m.) Qtrly E-mini S&P 500 (USD)1 2,461,781 CAL Spread 0.05 = $2.50 and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m. NQ NQA NQ $20 OUTRIGHT 0.25 = $5.00 GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. 3rd Fri (8:30 a.m.) Qtrly E-mini NASDAQ-1001 298,275 CAL Spread 0.05 = $1.00 and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m. YM DMA YM $5 1.00 = $5.00 GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. 3rd Fri (8:30 a.m.) Qtrly E-mini Dow ($5)2 128,956 and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m. SP SPA SP $250 OUTRIGHT 0.10 = OO Mon – Fri 8:30 a.m. – 3:15 p.m. OO Thu prior to 3rd Fri (3:15 p.m.) Qtrly $25.00 GLBX Mon – Thu 3:30 p.m. – 8:15 a.m. GLBX on the rollover date when the lead S&P 5001 28,653 CAL Spread 0.05 = Sun 5:00 p.m. – 8:15 a.m. month goes off the screen and the deferred $12.50 month becomes the new lead month ND NDA ND $100 OUTRIGHT 0.25 = OO Mon – Fri 8:30 a.m. – 3:15 p.m. OO Thu prior to 3rd Fri (3:15 p.m.) Qtrly $25.00 CAL Spread 0.05 GLBX Mon – Thu 3:30 p.m. – 8:15 a.m. GLBX on the rollover date when the lead NASDAQ-1001 1,875 = $5.00 Sun 5:00 p.m. – 8:15 a.m. month goes off the screen and the deferred month becomes the new lead month Dow ($10)2 1,138 DJ DJA OO DJ $10 1.00 = $10.00 OO Mon – Fri 8:30 a.m. – 3:15 p.m. OO Thu prior to 3rd Fri (3:15 p.m.) Qtrly GLBX ZD GLBX Mon – Thu 3:30 p.m. – 8:15 a.m.; GLBX 3rd Fri (8:15 a.m.) Sun 5:00 p.m. – 8:15 a.m. MID-CAP EMD FAA DM $100 OUTRIGHT 0.10 = $10.00 Mon – Thu 5:00 p.m. – 3:15 p.m. and 3rd Fri (8:30 a.m.) Qtrly E-mini S&P MidCap 30,513 CAL Spread 0.05 = $5.00 3:30 p.m. – 4:30 p.m.; 4001 Sun and Holiday 5:00 p.m. – 3:15 p.m..For additional contract specifications on our Equity Index products, visit cmegroup.com/equities.OO = Open Outcry GLBX = CME Globex Qtrly = Quarterly Ser = Serial * Daily CME Globex maintenance period is 4:30 p.m. – 4:45 p.m for all Equity Index products traded on Globex.1 These contracts are listed with, and subject to, the rules and regulations of CME.2 These contracts are listed with, and subject to, the rules and regulations of CBOT. 7
    • INTERNATIONAL INDEX FUTURES Bloomberg Reuters Trading Hours* Last Trading Day Contract Product ADV 2011 Symbol Code Code Multiplier Minimum Tick All Times Shown Are Central Time Termination of Trading Time Months 30,438 NIY NHA NIY ¥500 5.00 = ¥2500 GLBX Mon – Fri: 3:30 p.m. – 3:15 p.m. Business day prior to Qtrly and Ser Nikkei 225 (YEN)1 the next day, closing Friday at 3:15 p.m. 2nd Fri (3:15 p.m.) Sun 5:00 p.m. – 3:15 p.m. 10,978 OO NK NXA OO NK $5 5.00 = $25.00 OO Mon – Fri 8:00 a.m. – 3:15 p.m. Business day prior to Qtrly GLBX NKD GLBX NKD GLBX Mon – Fri: 3:30 p.m. – 3:15 p.m. 2nd Fri (3:15 p.m.) Nikkei 225 (USD)1 the next day, closing Friday at 3:15 p.m. Sun 5:00 p.m. – 3:15 p.m.For additional contract specifications on our Equity Index products, visit cmegroup.com/equities.OO = Open Outcry GLBX = CME Globex Qtrly = Quarterly Ser = Serial * Daily CME Globex maintenance period is 4:30 p.m. – 4:45 p.m. for all Equity Index products traded on Globex.1 These contracts are listed with, and subject to, the rules and regulations of CME.2 These contracts are listed with, and subject to, the rules and regulations of CBOT. 8
    • U.S. INDEX OPTIONS Bloomberg Reuters Trading Hours* Last Trading Day Product ADV 2011 Symbol Code Code Contract Size Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months LARGE-CAP 143,377 ES ESmyC ES One E-mini S&P 500 GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. Qtrly 3rd Fri (8:30 a.m.) Qtrly and Ser E-mini S&P 5001 futures contract and 3:30 p.m. – 4:30 p.m.; Ser 3rd Fri (3:15 p.m.) ($50) Sun 5:00 p.m. – 3:15 p.m. 0.25 = $12.50 E-mini S&P 500 15,055 EW SCVA EW One E-mini S&P 500 for premium > 5.00 GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. Last business day of month Monthly End of Month futures contract (outright) and 3:30 p.m. – 4:30 p.m.; (3:00 p.m.)** (EOM)1 ($50) Sun 5:00 p.m. – 3:15 p.m. Half tick 0.05 = $2.50 23,095 EW1=Week 1 Visit cmegroup.com One E-mini S&P 500 for premium < or = 5.00 GLBX Mon – Thu 5:00 p.m. – 8:15 a.m. Week 1 – 1st Fri of contract Three weeklies listed at EW2=Week 2 for information futures contract and 3:30 p.m. – 4:30 p.m.; month (3:00 p.m.)** any given time; Week E-mini S&P 500 EW4=Week 4 ($50) CAB 0.05 = $2.50 Sun 5:00 p.m. – 3:15 p.m. Week 2 – 2nd Fri of 1, Week 2 and Week 4 Weekly1 contract month listings per contract Week 4 – 4th Fri of month. contract month* 46,051 Calls CS SPA SP One S&P 500 futures OO Mon – Fri 8:30 a.m. – 3:15 p.m. Qtrly Thu prior to Qtrly and Ser S&P 5001 Puts PS contract GLBX Mon – Thu 3:30 p.m. – 8:15 a.m.; 3rd Fri (3:15 p.m.) ($250) Sun 5:00 p.m. – 8:15 a.m. Ser 3rd Fri (3:15 p.m.) 0.10 = $25.00 6,037 EV EVA EVS One S&P 500 futures for premium > 5.00 OO Mon – Fri 8:30 a.m. – 3:15 p.m. OO Last business day of Monthly contract (outright) GLBX Mon – Thu 3:30 p.m. – 8:15 a.m.; the month (3:00 p.m.)** S&P 500 EOM1 ($250) Sun 5:00 p.m. – 8:15 a.m. GLBX Last business day of Half tick 0.05 = $12.50 the month (8:15 a.m.) for premium < or = 5.00 2,938 NQ NQmyC NQ One E-mini GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. Qtrly 3rd Fri (8:30 a.m.) Qtrly and Ser CAB 0.05 = $12.50 E-mini NASDAQ-100 futures and 3:30 p.m. – 4:30 p.m.; Ser 3rd Fri (3:15 p.m.) NASDAQ-1001 contract Sun 5:00 p.m. – 3:15 p.m. ($100)For additional contract specifications on our Equity Index products, visit cmegroup.com/equities.OO = Open Outcry GLBX = CME Globex Qtrly = Quarterly Ser = Serial * Daily CME Globex maintenance period is 4:30 p.m. – 4:45 p.m for all Equity Index products traded on Globex.** Weekly and End-of-Month options on equity index futures use special fixing prices to determine which options are in-the-money at expiration. ESF is the symbol for the special fixing price for Weekly and EOM options on standard and E-mini S&P 500 futures. ESF is calculated based on the Volume Weighted Average Price (VWAP) of E-mini S&P 500 futures in the last 30 seconds of trading up to the 3:00 p.m. close on expiration day.1 These contracts are listed with, and subject to, the rules and regulations of CME.2 These contracts are listed with, and subject to, the rules and regulations of CBOT. 9
    • LEADING ENERGY PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011. FUTURES ADV Contract Minimum Tick Settlement at Product 2011 Symbol Unit Fluctuation Value Trading Hours Termination of Trading Notes Termination CRUDE OIL AND REFINED PRODUCTS Light Sweet 694,588 CL 1,000 bbls. $0.01 per bbl. $10.00 OO Mon – Fri 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT 3rd business day prior to the 25th calendar day of Physical Crude Oil (WTI) GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT the month preceding the delivery month. When CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT the 25TH is not a bus. day, use the preceding business day Heating Oil 126,344 HO 42,000 gals. $0.0001 $4.20 OO Mon – Fri 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. –1:30 p.m. CT Last business day of the month preceding the Physical per gal. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT contract month CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT RBOB Gasoline 123,529 RB 42,000 gals. $0.0001 $4.20 OO Mon – Fri 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Last business day of the month preceding the Physical per gal. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT contract month CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT E-mini Light 11,905 QM 500 bbls. $0.025 $12.50 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Trading shall cease one business day prior to the Financial Sweet Crude Oil per bbl. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT termination date of the NYMEX Light Sweet Crude CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT Oil Futures Contract for the delivery month Micro Crude Oil 5,238 MCL 1 bbl. $0.01 per bbl. $0.01 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Trading shall cease one business day prior to the Financial CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT termination date of the NYMEX Light Sweet Crude Oil Futures Contract for the delivery month WTI Calendar 3,490 CS 1,000 barrels $0.01 $10.00 CLRPRT: Sun – Fri 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. CT) Trading shall cease on the last business day of the Financial Swap Futures with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT) contract month OO: Mon – Fri 9:00 a.m. to 2:30 p.m. (8:00 a.m. to 1:30 p.m. CT) Brent Crude Oil 3,126 BZ 1,000 bbls. $0.01 $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Trading shall cease on the same termination day as Financial Last Day per bbl. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT the ICE Brent Crude Oil Futures Contract for the CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT delivery month, i.e., on the business day immediately preceding the 15th day prior to the first day of the delivery month, if such 15th day is a banking day in London. If the 15th day is a nonbanking day in London (including Saturday),trading shall cease on the business day immediately preceding the first business day prior to the 15th day. Light Sweet 1,244 WS 1,000 bbls. $0.01 per bbl. $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Trading shall cease one business day prior to the Financial Crude Oil (WTI) – GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT termination date of the NYMEX Light Sweet Crude Financial CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT Oil Futures Contract for the delivery monthFor additional contract specifications on our Energy products, visit cmegroup.com/energy.OO = Open Outcry GLBX = CME Globex CLRPRT = CME ClearPort 10Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.
    • FUTURES Contract Minimum Tick Termination of Settlement at Product ADV 2011 Symbol Unit Fluctuation Value Trading Hours Trading Notes Termination NATURAL GAS 305,017 NG 10,000 $0.001 per $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT 3rd business day prior to Physical Natural Gas (Henry Hub) MMBtu. MMBtu. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT the 1st day of the delivery CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT month 82,642 NN 2,500 $0.001 per $2.50 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Business day preceeding Financial MMBtu. MMBtu. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT the termination of trading CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT for the corresponding Henry Hub Natural Gas Swap Future contract month of the NYMEX Henry Hub Natural Gas futures contract 29,302 NP 2,500 $0.001 per $2.50 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Business day preceeding Financial MMBtu. MMBtu. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT the termination of trading Henry Hub Natural Gas Penultimate CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT for the corresponding Swap Future contract month of the NYMEX Henry Hub Natural Gas futures contract 2,253 G3 10,000 $0.001 per $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Business day prior to Financial Natural Gas Financial 3 Month MMBtu. MMBtu. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT termination of underlying Calendar Spread Option futures contract 2,209 LT 42,000 $0.0001 per $4.20 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Last business day of the Financial Up Down Low Sulfur Diesel Spread gals. gal. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT contract month 2,172 QG 2,500 $0.005 per $12.50 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Business day immediately Financial MMBtu. MMBtu. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT preceding the last day of trading in the current E-mini Natural Gas delivery month of the Heny Hub Natural Gas futures contractFor additional contract specifications on our Energy products, visit cmegroup.com/energy.OO = Open Outcry GLBX = CME Globex CLRPRT = CME ClearPortOur Energy contracts are listed with, and subject to, the rules and regulations of NYMEX. 11
    • FUTURES Contract Minimum Termination of Settlement at Product ADV 2011 Symbol Unit Fluctuation Tick Value Trading Hours Trading Notes Termination ELECTRICITY PJM Western Hub Offpeak Cal Month 8,925 N9 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Day MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month PJM Western Hub Off-Peak Calendar- 6,635 E4 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Month Day-Ahead LMP Swap Futures MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month PJM Northern Illinois Hub 5 MW 6,426 B6 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Off-Peak Calendar-Month Real-Time MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month LMP Swap Futures PJM Northern Illinois Off-Peak 4,196 L3 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Calendar-Month Day-Ahead LMP MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month Swap Futures 3,385 V3 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial PJM Ad Hub 5 MW Real Time Offpeak MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month Nepool Int Hub 5 MW Day Ahead 3,379 H2 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Offpeak MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month PJM PSEG Zone Off-Peak Calendar- 3,134 W6 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Month Day-Ahead LMP Swap Futures MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month PJM AEP Dayton Hub Offpeak Cal 2,540 R7 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Month MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month 2,285 FTM 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Mid ISO Ind 5MW Offpeak Calm Real MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month Nepool Rhde Isl 5 MW Day Ahead 1,168 U5 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m.– 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Offpeak MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract month NY ISO Zone 5 MW Day Ahead 1,061 K4 5 MWh $0.05 per $0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT The last business day Financial Offpeak MWh CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the contract monthFor additional contract specifications on our Energy products, visit cmegroup.com/energy.OO = Open Outcry GLBX = CME Globex CLRPRT = CME ClearPortOur Energy contracts are listed with, and subject to, the rules and regulations of NYMEX. 12
    • OPTIONS ADV Contract Minimum Tick Settlement at Product 2011 Symbol Unit Fluctuation Value Trading Hours Termination of Trading Notes Termination CRUDE AND REFINED PRODUCTS Light Sweet Crude Oil 145,702 LO 1,000 bbls. $0.01 per $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Three business days before the Future (WTI) Option bbl. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT termination of trading in the underlying CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT futures contract Light Sweet Crude Oil 11,454 WA 1,000 bbls. $0.01 per $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT One business day before the termination Future (WTI) 1 Month Calendar bbl. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT of the underlying futures contract, and Spread Option CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/ the options can be exercised only on the 5:00 p.m. – 4:15 p.m. CT last day Light Sweet Crude Oil (WTI) 9,877 AO 1,000 bbls. $0.01 per $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Last business day of the contract month Financial Average Price Option bbl. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT Heating Oil Option 3,530 OH 42,000 gals. $0.0001 per $4.20 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Three business days before the Future gal. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT underlying futures contract CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT Light Sweet Crude Oil 3,416 LC 1,000 bbls. $0.01 per $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Three business days before the Financial (WTI) European-style bbl. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT termination of trading in the underlying Option CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/ futures contract 5:00 p.m. – 4:15 p.m. CT Brent Average Price 2,247 BA 1,000 bbls. $0.01 per $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Last business day of the contract month Financial Option bbl. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT Brent Look-Alike Crude 2,051 BE 1,000 bbls. $0.01 per $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT At the close of trading three business days Financial Oil Option bbl. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT prior to the expiration of the underlying GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT Brent Crude Oil Last Day futures contract RBOB Average Price 1,867 RA 42,000 gals. $0.0001 $4.20 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Last business day of the contract month Future Option per gal. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT Heating Oil Average Price 1,681 AT 42,000 gals. $0.0001 per $4.20 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Last business day of the contract month Financial Option gal. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CTFor additional contract specifications on our Energy products, visit cmegroup.com/energy.OO = Open Outcry GLBX = CME Globex CLRPRT = CME ClearPortOur Energy contracts are listed with, and subject to, the rules and regulations of NYMEX. 13
    • OPTIONS ADV Contract Minimum Trading Hours Termination of Settlement at Product 2011 Symbol Unit Fluctuation Tick Value All Times Shown Are Central Time Trading Notes Termination NATURAL GAS 94,338 LN 10,000 $0.0001 per $1.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Trading ends at the close of Financial MMBtu. MMBtu. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT business on the business day Natural Gas European- CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT immediately preceding the style Option expiration of the underlying futures contract 8,191 ON 10,000 $0.001 per MMBtu. $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m.CT Trading ends on the business Future MMBtu. GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT day immediately preceding Natural Gas Option CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT the expiration of the underlying futures contract 1,850 KD 10,000 $0.0001 per $1.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT A daily Natural Gas option Financial MMBtu. MMBtu. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT on the Exchange shall expire Daily Natural Gas Option at the close of trading on the business day it was initially listed on 1,206 G4 10,000 $0.001 per MMBtu. $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT Business day prior to Financial Natural Gas Calendar MMBtu. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT termination of underlying Spread Cont 1M futures contracts ELECTRICITY PJM Monthly Financially 4,196 JO 40 MWh x $0.01 per MWh $0.40 PD CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT Trading ends two business Financially Settled Electricity-swap Peak Days days prior to the underlying Option futures monthFor additional contract specifications on our Energy products, visit cmegroup.com/energy.Our Energy contracts are listed with, and subject to, the rules and regulations of NYMEX.OO = Open Outcry GLBX = CME Globex CLRPRT = CME ClearPort 14
    • LEADING FX PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011. FUTURES ADV Reuters Trading Trading Hours Last Trading Day Products 2011 Symbol Bloomberg Code Code Unit Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months G10 (MAJORS) 334,273 OO EC ECA<curncy>, 0#2URO:, 125,000 $0.0001 per euro The 2nd business day Six months in the GLBX 6E GECA<curncy> 0#ECSS: euro increments ($12.50/ immediately preceding the 3rd Mar Qtrly cycle EUR/USD AON UG contract) Wed of the contract month (Mar, Jun, Sep, Dec) (usually Mon) (9:16 a.m.) 122,030 OO AD ADA <curncy>, 0#2AD:, 100,000 $0.0001 per The 2nd business day Six months in the GLBX 6A GADA <curncy> 0#ADSS: Australian Australian dollar immediately preceding the 3rd Mar Qtrly cycle AUD/USD AON LA dollars increments ($10.00/ Wed of the contract month (Mar, Jun, Sep, Dec) contract) (usually Mon) (9:16 a.m.) 115,193 OO BP BPA<curncy>, 0#2BP:, 62,500 $0.0001 per British The 2nd business day Six months in the GLBX 6B GBPA<curncy> 0#BPSS: British pound increments immediately preceding the 3rd Mar Qtrly cycle GBP/USD AON LP pounds ($6.25/contract) OO Mon – Fri 7:20 a.m. – 2:00 p.m. Wed of the contract month (Mar, Jun, Sep, Dec) GLBX Sun 5:00 p.m. – 4:00 p.m. next day; (usually Mon) (9:16 a.m.) Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except Fri 112,576 OO JY JYA<curncy>, 0#2JY:, 12,500,000 $0.000001 per closes at 4:00 p.m. and reopens Sun at 5:00 p.m. The 2nd business day Six months in the GLBX 6J GJYA<curncy> 0#JYSS: Japanese Japanese yen CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. immediately preceding the 3rd Mar Qtrly cycle JPY/USD AON LJ yen increments ($12.50/ Wed of the contract month (Mar, Jun, Sep, Dec) contract) (usually Mon) (9:16 a.m.) 88,955 OO CD CDA <curncy>, 0#2CD:, 100,000 $0.0001 per Canadian The business day immediately Six months in the GLBX 6C GCDA <curncy> 0#CDSS: Canadian dollar increments preceding the 3rd Wed of the Mar Qtrly cycle CAD/USD AON LK dollars ($10.00/contract) contract month (usually Tues) (Mar, Jun, Sep, Dec) (9:16 a.m.) 40,630 OO SF SFA<curncy>, 0#2SF:, 125,000 $0.0001 per Swiss The 2nd business day Six months in the GLBX 6S GSFA<curncy> 0#SFSS: Swiss franc increments immediately preceding the 3rd Mar Qtrly cycle CHF/USD AON LS francs ($12.50/contract) Wed of the contract month (Mar, Jun, Sep, Dec) (usually Mon) (9:16 a.m.)For additional contract specifications on our FX products, visit cmegroup.com/fx.OO = Open Outcry AON = All-or-None Ser = SerialGLBX = CME Globex Qtrly = QuarterlyOur FX contracts are listed with, and subject to, the rules and regulations of CME. 15
    • FUTURES ADV Bloomberg Reuters Trading Trading Hours Last Trading Day Products 2011 Symbol Code Code Unit Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months G10 (MAJORS) 8,243 OO NE NVA <curncy>, 0#2NE:, 100,000 $0.0001 per New OO Mon – Fri 7:20 a.m. – 2:00 p.m. AON only The 2nd business day Six months in the GLBX 6N GNVA <curncy> 0#NESS: New Zealand dollar GLBX Sun 5:00 p.m. – 4:00 p.m. next day; immediately preceding the 3rd Mar Qtrly cycle AON UK Zealand increments ($10.00/ Mon – Fri 5:00 p.m. – 4:00 p.m. next day, Wed of the contract month (Mar, Jun, Sep, Dec) NZD/USD dollars contract) except Fri closes at 4:00 p.m. and reopens (usually Mon) (9:16 a.m.) Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. 6,082 GLBX M6E CREA <curncy> 0#M6E 12,500 0.0001 USD/EUR GLBX Sun 5:00 p.m. – 4:00 p.m. next day; The 2nd business day Two months in the euro (=US$1.25) Mon – Fri 5:00 p.m. – 4:00 p.m. next day, immediately preceding the 3rd Mar Qtrly cycle E-micro except on Fri closes at 4:00 p.m. and reopens Wed of the contract month (Mar, Jun, Sep, Dec) EUR/USD Sun at 5:00 p.m. (usually Mon) (9:16 a.m.) CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. 5,661 GLBX E7 EEA <curncy> 0#UROM 62,500 0.0001 per euro GLBX Sun 5:00 p.m. – 4:00 p.m. next day; The 2nd business day Two months in the euro increments ($6.25/ Mon – Fri 5:00 p.m. – 4:00 p.m. next day, immediately preceding the 3rd Mar Qtrly cycle E-mini Euro FX contract) except on Fri closes at 4:00 p.m. and reopens Wed of the contract month (Mar, Jun, Sep, Dec) Sun at 5:00 p.m. (usually Mon) (9:16 a.m.) CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. 1,466 OO UH – 0#UH 125,000 0.01 Japanese yen OO Mon – Fri 7:20 a.m. – 2:00 p.m. AON only The 2nd business day Six months in the GLBX RY RYA<curncy> 0#RY euro per euro increments GLBX Sun 5:00 p.m. – 4:00 p.m. next day; immediately preceding the 3rd Mar Qtrly cycle EUR/JPY AON UH (1250 Japanese yen) Mon – Fri 5:00 p.m. – 4:00 p.m. next day, Wed of the contract month (Mar, Jun, Sep, Dec) Cross Rate except Fri closes at 4:00 p.m. and reopens (usually Mon) (9:16 a.m.) Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m.For additional contract specifications on our FX products, visit cmegroup.com/fx.OO = Open Outcry AON = All-or-None Ser = SerialGLBX = CME Globex Qtrly = QuarterlyOur FX contracts are listed with, and subject to, the rules and regulations of CME. 16
    • FUTURES ADV Bloomberg Reuters Trading Trading Hours Last Trading Day Products 2011 Symbol Code Code Unit Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months EMERGING MARKETS 36,523 OO MP PEA<curncy>, 0#2MP:, 500,000 $0.000025 per OO Mon – Fri 7:20 a.m. – 2:00 p.m. The 2nd business day 13 consecutive GLBX 6M GPEA<curncy> 0#MPSS: Mexican Mexican peso GLBX Sun 5:00 p.m. – 4:00 p.m. next day; immediately preceding the 3rd calendar months AON LM pesos increments ($12.50/ Mon – Fri 5:00 p.m. – 4:00 p.m. next day, Wed of the contract month plus two deferred MXN/USD contract) except Fri closes at 4:00 p.m. and reopens (usually Mon) (9:16 a.m.) Mar Qtrly cycle Sun at 5:00 p.m. contract months CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. 2,730 OO RU RUA<curncy>, 0#2RU:, 2,500,000 $0.00001 per GLBX Sun 5:00 p.m. – 4:00 p.m. next day; The 15th day of the month, or, 20 months in the GLBX 6R GRUA<curncy> 0#RUSS: Russian Russian ruble Mon – Fri 5:00 p.m. – 4:00 p.m. next day, if not a business day, on the Mar Qtrly (Mar, Jun, RUB/USD AON UU rubles increments ($25.00/ except Fri closes at 4:00 p.m. and reopens next bus. day for the Moscow Sep, Dec) plus 8 Ser contract) Sun at 5:00 p.m. interbank foreign exchange months CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. market (11:00 a.m. Moscow time) 1,035 OO BR BRA<curncy>, 0#2BR:, 100,000 $0.00005 per OO Mon – Fri 7:20 a.m. – 2:00 p.m. The last business day of the Consecutive GLBX 6L GBRA<curncy> 0#BRSS: Brazilian Brazilian real GLBX Sun 5:00 p.m. – 4:00 p.m. next day; month for the Central Bank of contract months AON LZ reais increments ($5.00/ Mon – Fri 5:00 p.m. – 4:00 p.m. next day, Brazil immediately preceding the out 10 years BRL/USD contract) except Fri closes at 4:00 p.m. and reopens contract month (9:15 a.m. CT) Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m.For additional contract specifications on our FX products, visit cmegroup.com/fx.OO = Open Outcry AON = All-or-None Ser = SerialGLBX = CME Globex Qtrly = QuarterlyOur FX contracts are listed with, and subject to, the rules and regulations of CME. 17
    • OPTIONS ADV Trading Hours Last Trading Day* Products 2011 Symbol Trading Unit Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months G10 (MAJORS) Qtrly and Ser options: One futures $0.0001 per euro increments ($12.50/ OO Mon – Fri 7:20 a.m. – 2:00 p.m. Qtrly and Ser options: Four months in the OO: EC; GLBX: 6E contract for contract); also, trades may occur at for premium options only Close of trading is on the 2nd Fri Mar Qtrly cycle (Mar, Weekly options: 125,000 euro $0.00005 ($6.25), $0.00015 ($18.75), GLBX Sun 5:00 p.m. – 4:00 p.m. immediately preceding the 3rd Jun, Sep, Dec), two OO: 1X-5X; GLBX: 6E1-6E5 $0.00025 ($31.25), $0.00035 ($43.75) next day; Mon – Fri 5:00 p.m. – Wed of the contract month Ser months and four European-style options: and $0.00045 ($56.25) when price is 4:00 p.m. next day, except Fri closes (European-style: 9:00 a.m.; weekly OO: YT; GLBX: XT below five ticks of premium at 4:00 p.m. and reopens Sun at American-style: 2:00 p.m. ) European-style weekly options: Minimum Price Increment for Volatility 5:00 p.m. Weekly options: Close EUR/USD OO: 1T-5T; GLBX: 1Q-5Q options: 0.025 percent of implied volatility. of trading is on the four 22,085 Options Volatility-quoted options: V6E Following a volatility trade, GLBX will nearest Fris that are not also Volatility-quoted weekly options: VE1-VE5 convert the volatility-traded options terminations for Qtrly and European-style volatility-quoted options: position into a premium-based options Ser options (European-style: VXT position for clearing. This converted 9:00 a.m.; American-style: European-style volatility-quoted weekly tick price will be rounded to the nearest 2:00 p.m.) options: VTA-VTE minimum tick of $0.00001 per euro AON: UG European-style: 0T Qtrly and Ser options: One futures $0.000001 per Japanese yen increments OO Mon – Fri 7:20 a.m. – 2:00 p.m. Qtrly and Ser options: Close Four months in the OO Calls: CJ Puts: PJ; GLBX: 6J contract for ($12.50/contract). Also, trades may occur for premium options only of trading is on the 2nd Fri Mar Qtrly cycle (Mar, Weekly options: 12,500,000 at $0.0000005 ($6.25), $0.0000015 GLBX Sun 5:00 p.m. – 4:00 p.m. next immediately preceding the 3rd Jun, Sep, Dec), two OO: 1J–5J; GLBX: 6J1-6J5 Japanese yen ($18.75), $0.0000025 ($31.25), day; Mon – Fri 5:00 p.m. – 4:00 p.m. Wed of the contract month Ser months and four European-style options: $0.0000035 ($43.75) and $0.0000045 next day, except Fri closes at 4:00 (European-style: 9:00 a.m.; weekly OO: YJ; GLBX: XJ ($56.25) when price is below five ticks p.m. and reopens Sun at 5:00 p.m. American-style: 2:00 p.m. ) European-style weekly options: of premium Weekly options: Close JPY/USD OO: 1Y-5Y; GLBX: 1O-5O Minimum Price Increment for Volatility of trading is on the four 5,092 Options Volatility-quoted options: V6J options: 0.025 percent of implied nearest Fris that are not also Volatility-quoted weekly options: VJ1-VJ5 volatility. Following a volatility trade, terminations for Qtrly and European-style volatility-quoted options: GLBX will convert the volatility-traded Ser options (European-style: VXJ options position into a premium-based 9:00 a.m.; American-style: European-style volatility-quoted weekly options position for clearing. This 2:00 p.m.) options: VJA-VJE converted tick price will be rounded to AON: LJ the nearest minimum tick of $0.0000001 European-style: 0J per Japanese yenFor additional contract specifications on our FX products, visit cmegroup.com/fx.OO = Open Outcry AON = All-or-None Ser = SerialGLBX = CME Globex Qtrly = Quarterly* Please note that volatility quote trading for a given option ends on the day before termination of trading. Premium-based trading continues through and including the termination of trading for the option.Our FX contracts are listed with, and subject to, the rules and regulations of CME. 18
    • OPTIONS ADV Trading Hours Last Trading Day* Products 2011 Symbol Trading Unit Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months G10 (MAJORS) Qtrly and Ser options: One futures $0.0001 per Australian dollar increments OO Mon – Fri 7:20 a.m. – 2:00 p.m. Qtrly and Ser options: Four months in the OO Calls: KA Puts: JA; GLBX: 6A contract for ($10.00/contract). Also, trades may occur for premium options only Close of trading is on the 2nd Fri Mar Qtrly cycle Weekly options: 100,000 at $0.00005 ($5.00), $0.00015 ($15.00), GLBX Sun 5:00 p.m. – 4:00 p.m. immediately preceding the 3rd (Mar, Jun, Sep, Dec), OO: 1A-5A; GLBX: 6A1-6A5 Australian $0.00025 ($25.00), $0.00035 ($35.00) and next day; Mon – Fri 5:00 p.m. – Wed of the contract month two Ser months and European-style options: dollars $0.00045 ($45.00) when price is below five 4:00 p.m. next day, except Fri (European-style: 9:00 a.m.; four weekly OO: XA; GLBX: XAD ticks of premium closes at 4:00 p.m. and reopens American-style: 2:00 p.m.) European-style weekly options: Minimum Price Increment for Volatility Sun at 5:00 p.m. Weekly options: Close AUD/USD OO: AD1-AD5; GLBX: XA1-XA5 options: 0.025 percent of implied volatility. of trading is on the four 3,730 Options Volatility-quoted options: V6A Following a volatility trade, GLBX will convert nearest Fris that are not also Volatility-quoted weekly options: the volatility-traded options position into a terminations for Qtrly and VA1-VA5 premium-based options position for clearing. Ser options (European-style: European-style volatility-quoted This converted tick price will be rounded to 9:00 a.m.; American-style: options: VXA the nearest minimum tick of $0.00001 per 2:00 p.m.) European-style volatility-quoted weekly Australian dollar options: VAA-VAE AON: LP; European-style: AAD Qtrly and Ser options: One futures $0.0001 per Canadian dollar increments OO Mon – Fri 7:20 a.m. – 2:00 p.m. Qtrly and Ser options: Four months in the OO Calls: CV Puts: PV; GLBX: 6C contract for ($10.00/contract). Also, trades may occur for premium options only Close of trading is on the 2nd Mar Qtrly cycle Weekly options: 100,000 at $0.00005 ($5.00), $0.00015 ($15.00), GLBX Sun 5:00 p.m. – 4:00 p.m. Fri immediately preceding the (Mar, Jun, Sep, Dec), OO: 1C-5C; GLBX: 6C1-6C5 Canadian $0.00025 ($25.00), $0.00035 ($35.00) and next day; Mon – Fri 5:00 p.m. – 3rd Wed of the contract month two Ser months and European-style options: dollars $0.00045 ($45.00) when price is below five 4:00 p.m. next day, except Fri (European-style: 9:00 a.m.; four weekly OO: YD; GLBX: XD ticks of premium closes at 4:00 p.m. and reopens American-style: 2:00 p.m.) European-style weekly options: Minimum Price Increment for Volatility Sun at 5:00 p.m. Weekly options: Close of OO: 1D-5D; GLBX: XD1-XD5 options: 0.025 percent of implied volatility. trading is on the four nearest CAD/USD 3,066 Volatility-quoted options: V6C Following a volatility trade, GLBX will convert Fris that are not also Options Volatility-quoted weekly options: the volatility-traded options position into a terminations for Qtrly and VC1-VC5 premium-based options position for clearing. Ser options (European-style: European-style volatility-quoted This converted tick price will be rounded to 9:00 a.m.; American-style: options: VXC the nearest minimum tick of $0.00001 per 2:00 p.m.) European-style volatility-quoted weekly Canadian dollar options: VCA-VCE AON: LK European-style: 0KFor additional contract specifications on our FX products, visit cmegroup.com/fx.OO = Open Outcry AON = All-or-None Ser = SerialGLBX = CME Globex Qtrly = Quarterly* Please note that volatility quote trading for a given option ends on the day before termination of trading. Premium-based trading continues through and including the termination of trading for the option.Our FX contracts are listed with, and subject to, the rules and regulations of CME. 19
    • OPTIONS ADV Trading Hours Last Trading Day* Contract Products 2011 Symbol Trading Unit Minimum Tick All Times Shown Are Central Time Termination of Trading Time Months G10 (MAJORS) Qtrly and Ser options: One futures $0.0001 per British pound increments OO Mon – Fri 7:20 a.m. – 2:00 p.m. Qtrly and Ser options: Four months in OO Calls: CP Puts: PP; GLBX: 6B contract for ($6.25/contract) for premium options only Close of trading is on the 2nd the Mar Qtrly Weekly options: 62,500 British Minimum Price Increment for Volatility GLBX Sun 5:00 p.m. – 4:00 p.m. next day; Fri immediately preceding cycle (Mar, Jun, OO: 1B-5B; GLBX: 6B1-6B5 pounds options: 0.025 percent of implied Mon – Fri 5:00 p.m. – 4:00 p.m. next day, the 3rd Wed of the contract Sep, Dec), two European-style options: volatility. Following a volatility trade, except Fri closes at 4:00 p.m. and reopens month (European-style: Ser months and OO: YB; GLBX: XB GLBX will convert the volatility-traded Sun at 5:00 p.m. 9:00 a.m.; American-style: four weekly European-style weekly options: options position into a premium-based 2:00 p.m.) OO: 1P-5P; GLBX: XB1-XB5 options position for clearing. This Weekly options: Close GBP/USD 2,907 Volatility-quoted options: V6B converted tick price will be rounded to the of trading is on the four Options Volatility-quoted weekly options: nearest minimum tick of $0.00002 per nearest Fris that are not also VB1-VB5 British pound terminations for Qtrly and European-style volatility-quoted Ser options (European-style: options: VXB 9:00 a.m.; American-style: European-style volatility-quoted 2:00 p.m.) weekly options: VBA-VBE AON: LP European-style: 0P Qtrly and Ser options: One futures $0.0001 per Swiss franc increments OO Mon – Fri 7:20 a.m. – 2:00 p.m. Qtrly and Ser options: Four months in OO Calls: CF Puts: PF; GLBX: 6S contract for ($12.50/contract). Also, trades may occur for premium options only Close of trading is on the 2nd the Mar Qtrly Weekly options: 125,000 Swiss at $0.00005 ($6.25), $0.00015 ($18.75), GLBX Sun 5:00 p.m. – 4:00 p.m. Fri immediately preceding cycle (Mar, Jun, OO: 1S-5S; GLBX: 6S1-6S5 francs $0.00025 ($31.25), $0.00035 ($43.75) next day; Mon – Fri 5:00 p.m. – 4:00 p.m. the 3rd Wed of the contract Sep, Dec), two European-style options: and $0.00045 ($56.25) when price is next day, except Fri closes at 4:00 p.m. month. (European-style: Ser months and OO: YS; GLBX: XS below five ticks of premium and reopens Sun at 5:00 p.m. 9:00 a.m.; American-style: four weekly European-style weekly options: Minimum Price Increment for Volatility 2:00 p.m. ) OO: 1W-5W; GLBX: XS1-XS5 options: 0.025 percent of implied Weekly options: Close CHF/USD 1,172 Volatility-quoted options: V6S volatility. Following a volatility trade, GLBX of trading is on the four Options Volatility-quoted weekly options: will convert the volatility-traded options nearest Fris that are not also VS1-VS5 position into a premium-based options terminations for Qtrly and European-style volatility-quoted position for clearing. This converted Ser options. (European-style: options: VXS tick price will be rounded to the nearest 9:00 a.m. ; American-style: European-style volatility-quoted minimum tick of $0.00001 per Swiss franc 2:00 p.m. ) weekly options: VSA-VSE AON Code: LS; European-style: 0GFor additional contract specifications on our FX products, visit cmegroup.com/fx.OO = Open Outcry AON = All-or-None Ser = SerialGLBX = CME Globex Qtrly = Quarterly* Please note that volatility quote trading for a given option ends on the day before termination of trading. Premium-based trading continues through and including the termination of trading for the option.Our FX contracts are listed with, and subject to, the rules and regulations of CME. 20
    • LEADING INTEREST RATE PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011. FUTURES Bloomberg Reuters Contract Trading Hours Last Trading Day Contract Product ADV 2011 Symbol Code Code Underlying Instrument Size Minimum Tick All Times Shown Are Central Time Termination of Trading Time Months SHORT TERM INTEREST RATES OO ED EDA 2ED: Eurodollar Time Deposit $1,000,000 Nearest: 0.0025 = $6.25 OO Mon – Fri 7:20 a.m. – 2:00 p.m. 2nd London Bank 40 Qtrly GLBX GE GEA GE: 3-Month maturity All others: 0.0050 = $12.50 GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. business day prior to 3rd (10 years) Eurodollar2 2,238,439 Wed of contract month (11:00 a.m. London Time) OO FF FFA /FF Avg overnight Fed Funds $5,000,000 Nearest: 0.0025 = $10.4175 OO Mon – Fri 7:20 a.m. – 2:00 p.m. Last business day of First 36 cal 30-Day Federal 48,834 GLBX ZQ EFFA FF Rate for the contract All others: 0.0050 = GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. delivery month months Funds1 month $20,835 (4:00 p.m.) (3 years) TREASURIES OO TY /TY OM: ≤ 10 yrs $100,000 REG 1/2 of 1/32 = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. 7th business day prior to Five Qtrly 10-Year U.S. TYA 1,259,534 GLBX ZN TY RM: ≥ 6 yrs, 6 mths from CAL 1/4 of 1/32 = $7.8125 GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. last bus. day of contract months Treasury Note1 first delivery day month (12:01 p.m.) OO FV /FV OM: ≤ 5 yrs, 3 mths $100,000 1/4 of 1/32 = $7.8125 OO Mon – Fri 7:20 a.m. – 2:00 p.m. Last business day of Five Qtrly 5-Year U.S. FVA 676,838 GLBX ZF FV RM: ≥ 4 yrs, 2 mos from GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. the contract month months Treasury Note1 first delivery day (12:01 p.m.) OO US USA /US, RM ≥ 15 yrs, $100,000 REG 1/32 = $31.25 OO Mon – Fri 7:20 a.m. – 2:00 p.m. 7th business day prior to Three Qtrly U.S. Treasury 366,423 GLBX ZB US <25 yrs* from first CAL 1/4 of 1/32 = $7.812 GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. last bus. day of contract months Bond Futures delivery day month (12:01 p.m.) OO TU /TU OM: ≤ 5 yrs, 3 mths $200,000 1/4 of 1/32 = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. Last business day of Five Qtrly TUA 2-Year U.S. GLBX ZT – RM: ≥ 1 yr, 9 mths from GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. the contract month months 286,424 Treasury Note1 first delivery day and ≤ 2 (12:01 p.m.) yrs from last trading day Long-Term OO UL – RM: ≥ 25 yrs from first $100,000 REG 1/32 = $31.25 OO Mon – Fri 7:20 a.m. – 2:00 p.m. 7th business day prior to Three Qtrly WNA “Ultra” U.S. 61,357 GLBX UB UL: delivery day CAL 1/4 of 1/32 = $7.8125 GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. last bus. day of contract months Treasury Bond1 month (12:01 p.m.)For additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial OM = Original Maturity RM = Remining Maturity* U.S. Treasury bonds that, if callable, are not callable for at least 15 years from the first day of the delivery month and have a remaining maturity of less than 25 years. If not callable, have a remaining term to maturity of at least 15 years but less than 25 years from the first day of the delivery month.1 These contracts are listed with and subject to the rules and regulations of CBOT.2 These contracts are listed with and subject to the rules and regulations of CME. 21
    • FUTURES ADV Bloomberg Reuters Contract Trading Hours Last Trading Day Contract Product 2011 Symbol Code Code Underlying Instrument Size Minimum Tick All Times Shown Are Central Time Termination of Trading Time Months INTEREST RATE SWAPS OO NG /N5 Fixed rate side/5-year swap: $100,000 REG 1/2 of 1/32 = $15.625 OO Mon – Fri 7:20 a.m. – 2nd London business day Four Qtrly DSA 5-Year Interest GLBX SA IR Semi-ann fixed (4% ann) vs. CAL 1/4 of 1/32 = $7.8125 2:00 p.m. prior to 3rd Wed of contract contracts 2,613 Rate Swaps1 floating @ 3-Month LIBOR GLBX Sun – Fri 5:00 p.m. – month (10:00 a.m.) 4:00 p.m. OO NI – Fixed rate side/10-year swap: $100,000 REG 1/2 of 1/32 = $15.625 OO Mon – Fri 7:20 a.m. – 2nd London business day Four Qtrly DIA 10-Year Interest GLBX SR NI Semi-ann fixed (4% ann) vs. CAL 1/4 of 1/32 = $7.8125 2:00 p.m. prior to 3rd Wed of contract contracts 1,257 Rate Swaps1 floating @ 3-Month LIBOR GLBX Sun – Fri 5:30 p.m. – month (10:00 a.m.) 4:00 p.m.For additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial1 These contracts are listed with and subject to the rules and regulations of CBOT.2 These contracts are listed with and subject to the rules and regulations of CME. 22
    • OPTIONS Trading Hours Bloomberg All Times Shown Are Last Trading Day Product ADV 2011 Symbol Code Reuters Code Underlying Instrument Minimum Tick Central Time Termination of Trading Time Contract Months SHORT TERM INTEREST RATES OO ED ED ED+ Qtrly: Corresponding Qtrly futures 0.0025 = $6.25 if OO Mon – Fri Qtrly: 2nd London business Qtrly: 12 Qtrly GLBX GE GE GE+ Ser: Nearest Qtrly futures underlying futures is 7:20 a.m. – 2:00 p.m. bank day before 3rd Wed of months nearest expiry month or if GLBX Sun – Fri contract month (11:00 a.m. Ser: Two Ser front Eurodollar premium < 5 ticks for first 5:00 p.m. – 4:00 p.m. London Time) months – Quarterly 400,219 two Qtrly and first two Ser; Ser: Fri prior to 3rd Wed and Serial2 0.0050 = $12.50 for all of contract month (at other months close of GLBX session for corresponding futures contract) E0: 202,917 OO E0, E2, 1YR 0E 1YR/EF+/GF+ 1-, 2-, 3-, 4-Year Qtrly: Quarterly 0.0050 = $12.50 OO Mon – Fri Fri prior to 3rd Wed of contract Four Qtrly months, E2: 113,458 E3, E4 2YR 2E 2YR EH+/GH+ Eurodollar futures that expire 1, 2 7:20 a.m. – 2:00 p.m. month (at close of GLBX Two Ser months E3: 47,331 GLBX GE0 GE2, 3YR 3E 3YR EN+/GN+ 3 or 4 years after the option. Ser: GLBX Sun – Fri session for corresponding – MidCurves2 E4: 1,707 GE3, GE4 4YR 4E 4YR EA+/GA+ Quarterly Eurodollar futures that 5:00 p.m. – 4:00 p.m. futures contract) expires 1-4 years from next Qtrly month nearest to option expiration 1,114 OO 1K 2K 3K 1WK 1K EGW+ Quarterly Eurodollar futures that 0.0050 = $12.50 OO Mon – Fri Each Fri that is not an Five consecutive 4K 5K 2WK 2K expire 12 calendar months from 7:20 a.m. – 2:00 p.m. expiration of Qtrly or Ser 1-Year weekly expirations, – Weekly GLBX E01, E02, 3WK 3K GFW+ nearest Qtrly non-expired Qtrly GLBX Sun – Fri MidCurve (at close of GLBX factoring in Qtrly MidCurves2 E03, 4WK 4K option 5:00 p.m. – 4:00 p.m. session for corresponding and Ser MidCurves E04, E05 5WK 5K futures contract) and TOMMis 12,985 OO Calls FFC FFA FF+ One 30-Day Fed Funds futures 0.0025 = $10.4175 OO Mon – Fri Last business day of delivery First 24 calendar Puts FFP EFFA ZQ+ contract 7:20 a.m. – 2:00 p.m. month (4:00 p.m.) months 30-Day Fed GLBX OZQ GLBX Sun – Fri Funds1 5:00 p.m. – 4:00 p.m.For additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial1 These contracts are listed with and subject to the rules and regulations of CBOT.2 These contracts are listed with and subject to the rules and regulations of CME. 23
    • OPTIONS ADV Bloomberg Reuters Underlying Trading Hours Last Trading Day Product 2011 Symbol Code Code Instrument Minimum Tick All Times Shown Are Central Time Termination of Trading Time Contract Months TREASURIES OO Calls TC TY One 10-Year U.S 1/64 of 1 point = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. Last Fri at least two business days First three Puts TP Treasury Note GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. prior to last bus. day of month prior consecutive 10-Year U.S. TYA 194,096 GLBX OZN ZN futures contract to option contract month (at close months (two Ser, Treasury Note1 of GLBX session for corresponding one Qtrly) plus next futures contract) four Qtrly months OO Calls CG US One 30-Year U.S. 1/64 of 1 point = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. Last Fri at least two business days First three Puts PG Treasury Bond GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. prior to last bus. day of month prior consecutive U.S. Treasury USA 48,704 GLBX OZB ZB futures contract to option contract month (at close months (two Ser, Bond1 of GLBX session for corresponding one Qtrly) plus next futures contract) two Qtrly months OO Calls FL FV One 5-Year U.S. 1/2 of 1/64 of 1 point = $7.8125 OO Mon – Fri 7:20 a.m. – 2:00 p.m. Last Fri at least two business days First three Puts FP Treasury Note GLBX Sun – Fri 5:00 p.m. – 4:00 p.m. prior to last bus. day of month prior consecutive 5-Year U.S. FVA 42,783 GLBX OZF ZF futures contract to option contract month (at close months (two Ser, Treasury Note1 of GLBX session for corresponding one Qtrly) plus next futures contract) four Qtrly months OO Calls TUC TU One 2-Year U.S. 1/2 of 1/64 of 1 point = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. Last Fri at least two business days First three Puts TUP Treasury Note GLBX Sun – Fri 500 p.m. – 4:00 p.m. prior to last bus. day of month prior consecutive 2-Year U.S. TUA 10,548 GLBX OZT ZT futures contract to option contract month (at close months (two Ser, Treasury Note1 of GLBX session for corresponding one Qtrly) plus next futures contract) four Qtrly monthsFor additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial1 These contracts are listed with and subject to the rules and regulations of CBOT.2 These contracts are listed with and subject to the rules and regulations of CME. 24
    • LEADING METAL PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011. FUTURES ADV Minimum Termination of Settlement at Product 2011 Symbol Contract Unit Minimum Fluctuation Tick Trading Hours Trading Notes Termination PRECIOUS Gold 195,141 GC 100 troy ounces $0.10 per troy ounce $10.00 OO 8:20 a.m. – 1:30 p.m. ET/7:20 a.m. – 12:30 p.m. CT, 3rd last business Physical GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, day of the CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT contract month Silver 77,812 SI 5,000 troy ounces $0.001 per troy ounce $5.00 OO 8:25 a.m. – 1:25 p.m. ET/7:25 a.m. – 12:25 p.m. CT, 3rd last business Physical GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, day of the CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT contract month Platinum 7,910 PL 50 troy ounces $.10 per troy ounce $5.00 OO 8:20 a.m. – 1:05 p.m. ET/7:20 a.m. – 12:05 p.m. CT, 3rd last business Physical GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, day of the CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT contract month Palladium 4,522 PA 100 troy ounces $0.05 per troy ounce $5.00 OO 8:30 a.m. – 1:00 p.m. ET/7:30 a.m. – 12:00 p.m. CT, 3rd last business Physical GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, day of the CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT contract month E-micro Gold 1,883 MGC 10 troy ounces $.10 per troy ounce $1.00 GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT 3rd last business Physical* day of the contract month BASE Copper 49,570 HG 25,000 pounds $0.0005 per pound $12.50 OO 8:10 a.m. – 1:00 p.m. ET/7:10 a.m. – 12:00p.m. CT 3rd last business Physical GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, day of the CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT contract monthFor additional contract specifications on our Metal products, visit cmegroup.com/metals.OO = Open Outcry GLBX = CME Globex CLRPRT = CME ClearPortOur Metal contracts are listed with, and subject to, the rules and regulations of COMEX.* Via an ACE – (Accumulated Certificate of Exchange), which represents 10% ownership in a 100 troy ounce gold bar 25
    • OPTIONS ADV Settlement at Product 2011 Symbol Contract Unit Minimum Fluctuation Minimum Tick Trading Hours Termination of Trading Notes Termination PRECIOUS 40,003 OG 100 troy $0.10 per troy ounce $10.00 OO 8:20 a.m. – 1:30 p.m. ET/7:20 a.m. – 12:30 p.m. CT 4th last business day of the month Physical ounces GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT prior to the contract month, however, Gold CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT if such day is a Fri or prior to a holiday, the expiration date will be the preceding business day 8,429 SO 5,000 troy $0.001 per troy ounce $5.00 OO 8:25 a.m. – 1:25 p.m. ET/7:25 a.m. – 12:25 p.m. CT 4th last business day of the month Physical ounces GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT prior to the contract month, however, Silver CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT if such day is a Fri or prior to a holiday, the expiration date will be the preceding business dayFor additional contract specifications on our Metal products, visit cmegroup.com/metals.OO = Open Outcry GLBX = CME Globex CLRPRT = CME ClearPortOur Metal contracts are listed with, and subject to, the rules and regulations of COMEX. 26
    • For additional information on our leading products, please visit cmegroup.com/leadingproducts.CME Group is a trademark of CME Group Inc. The Globe logo, CME, E-mini and Globex are trademarks of Chicago Mercantile Exchange Inc. CBOT is a trademark of the Board of Trade of the City of Chicago,Inc. NYMEX and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. S&P® 500 and S&P MidCap 400™ are trademarks of The McGraw-HillCompanies, Inc., and have been licensed for use by Chicago Mercantile Exchange Inc. NASDAQ-100 is a trademark of The Nasdaq Stock Market, used under license. Dow Jones is a trademark of Dow Jones &Company, Inc. and used here under license. Nikkei 225™ is a trademark of Nihon Keizai Shimbun Inc. and has been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property oftheir respective owners. The information within this brochure has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions.This communication does not constitute a Prospectus, nor is it a recommendation to buy, sell or retain any specific investment. This communication is for the exclusive use of Professional Clients only and mustnot be relied upon by Private Clients who should take independent financial advice. Circulation should be restricted accordingly. Issued by CME Marketing Europe Limited. CME Marketing Europe Limited isauthorized and regulated by the Financial Services Authority. Copyright © 2012 CME Group. All rights reserved.
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