annual leading products guide

LEADING PRODUCTS GUIDE

AGFX EN

MTIR

EQ

2

As the world’s leading and most diverse derivatives marketplace, CME Group is where the world comes

to manage risk. CME Group exchanges offer the widest range of global benchmark products across

all major asset classes, including futures and options based on interest rates, equity indexes, foreign

exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers

and sellers together through its CME Globex® electronic trading platform and its trading facilities in

New York and Chicago. CME Group also operates CME Clearing, one of the world’s leading central

counterparty clearing providers, which offers clearing and settlement services across asset classes for

exchange-traded contracts and over-the-counter derivatives transactions. These products and services

ensure that businesses everywhere can substantially mitigate counterparty credit risk.

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ANNUAL LEADING PRODUCTS GUIDE Products represented below include those that showed over 1,000 Average Daily Volume, (ADV) in 2011.

AGRICULTURE 4 – 6

Built on the heritage of CME and CBOT, our markets provide participants with the most liquid and extensive selection of agricultural futures, options and cleared OTC swaps of any exchange. Many of our contracts are recognized as global benchmarks, with trading on grains, oilseeds, livestock, dairy, lumber and more.

Futures 4 – 5

Options 6

FOREIGN EXCHANGE (FX) 15 – 20

With CME FX, you have transparent and equal access to an innovative global product suite of 56 futures and 31 options contracts. We are the largest regulated FX marketplace in the world.

Futures 15 – 17

Options 18 – 20

EQUITY INDEXES 7 – 9

We are the world’s leading marketplace for equity index futures and options, offering trading on key benchmarks including the S&P 500, NASDAQ-100, Dow Jones Industrial Average, Nikkei 225 and S&P CNX Nifty indexes.

Futures 7 – 8

Options 9

INTEREST RATES 21 – 24

Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. Interest Rate benchmarks. CME Group is also the only marketplace to offer deep, liquid Interest Rate products from 30 days to 30 years.

Futures 21 – 22

Options 23 – 24

ENERGY 10 – 14

Since NYMEX joined CME Group in 2008, we have offered the most extensive and liquid global energy marketplace in the world, with contracts that include Light Sweet Crude Oil (WTI), Natural Gas (Henry Hub), petroleum and electricity products.

Futures 10 – 12

Options 13 – 14

METALS 25 – 26

In an uncertain world, our metal markets represent some of the most solid trading opportunities available, with a lineup featuring contracts on gold, silver, platinum, palladium, copper, iron ore, aluminum and steel.

Futures 25

Options 26

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OO = Open Outcry GLBX = CME Globex

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.

* On major USDA Report days, open outcry (floor trading) will open early at 7:20 a.m.

LEADING AGRICULTURAL PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011.

For additional contract specifications on our Agricultural products, visit cmegroup.com/agricultural.

FUTURES

Product ADV 2011 SymbolBloomberg Code

Reuters Code Contract Size Minimum Tick

Trading HoursAll Times Shown Are Central Time

Last Trading DayTermination of Trading Time Contract Months

GRAINS AND OILSEEDS

Corn1 313,511OO CGLBX ZC

CA, ECA OO C GLBX ZC

5,000 bushels $0.0025 per bushel

OO Mon – Fri 9:30 a.m. – 2:00 p.m.* GLBX Sun – Fri 5:00 p.m. – 2:00 p.m.

Business day prior to 15th calendar day of the contract month (12:00 p.m.)

Dec (Z), Mar (H), May (K), Jul (N), Sep (U)

Soybeans1 179,142OO SGLBX ZS

SA, ESA OO SGLBX ZS


OO Mon – Fri 9:30 a.m. – 2:00 p.m.*GLBX Sun – Fri 5:00 p.m. – 2:00 p.m.


Nov (X), Jan (F), Mar (H), May (K), Jul (N), Aug (Q), Sep (U)

Wheat1 96,362OO WGLBX ZW

WA, EWA OO W GLBX ZW




Jul (N), Sep (U), Dec (Z), Mar (H), May (K)

Soybean Oil1 95,859OO BOGLBX ZL

BOA, EBOA OO BOGLBX ZL

60,000 lbs. $0.0001 per lb.



Oct (V), Dec (Z), Jan (F), Mar (H), May (K), Jul (N), Aug (Q), Sep (U)

Soybean Meal1 67,144OO SMGLBX ZM

SMA, ESMA OO SMGLBX ZM

100 short tons $0.10 per short ton




Rough Rice1 2,206OO RR GLBX ZR

RRFA OO RR GLBX ZR

2,000 hundred weights

$0.005 per hundredweight



Jan (F), Mar (H), May (K), Jul (N), Sep (U), Nov (X)

Mini-Sized Corn1 1,444OO YC GLBX XC

YCA OO YC GLBX XC





Mini-Sized Soybeans1 1,444

OO YK GLBX XK

YKA OO YK GLBX XK





Oats1 1,386OO O GLBX ZO

OA OO O GLBX ZO




Mar(H), May (K), Jul (N), Sep (U), Dec (Z)

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FUTURES





LIVESTOCK

Live Cattle2 53,701OO LC GLBX LE

LCA OO LC GLBX LE

40,000 lbs. $0.00025 per lb.

OO Mon – Fri 9:05 a.m. – 1:00 p.m. GLBX Mon – Fri 9:05 a.m. – 1:55 p.m.

Last business day of the contract month (OO 12:00 p.m., GLBX 12:00 p.m.)

Feb, Apr, Jun, Aug, Oct, Dec

Lean Hogs2 39,563OO LHGLBX HE

LHA OO LHGLBX HE

40,000 lbs. $0.00025 per lb.


10th business day of the contract month (OO 12:00 p.m., GLBX 12:00 p.m.)

Feb, Apr, May, Jun, Jul, Aug, Oct, Dec

Feeder Cattle2 6,271OO FCGLBX GF

FCA OO FCGLBX FQ

50,000 lbs. $0.00025 per lb.


Last Thursday of the contract month (OO 12:00 p.m., GLBX 12:00 p.m.)

Jan, Mar, Apr, May, Aug, Sep, Oct, Nov

DAIRY

Class III Milk2 1,463

OO DAGLBX DC

DAA OO DA GLBX DN

200,000 lbs. $0.01 per cwt OO Mon – Fri 9:05 a.m. – 1:10 p.m. GLBX Sun – Fri 5:00 p.m. – 1:55 p.m.

Business day immediately preceding the day on which the USDA announces the Class III price for that contract month (12:10 p.m.)

All calendar months

FOREST

Random Length Lumber2 1,267

OO LBGLBX LBS

LBA OO LBGLBX LBS

110,000 bd. ft. of random length 2x4s (8’ to 20’)

$0.10 per 1,000 bd. ft.

OO Mon – Fri 9:00 a.m. – 1:05 p.m. GLBX Mon– Fri 9:00 a.m. – 1:55 p.m.

Business day immediately preceding the 16th calendar day of the contract month (12:05 p.m.)

Jan, Mar, May, July, Sep, Nov

COMMODITY INDEXES

S&P GSCI2 1,303OO GI GLBX GD

GIA OO GI GLBX GDG

$250 timesS&P GSCI

.05 index points OO Mon – Fri 7:55 a.m. – 1:40 p.m. GLBX Sun – Fri 5:00 p.m. – 4:00 p.m..

11th business day of the contract month (1:40p.m.)

All calendar months





6

OPTIONS


Reuters Code

Contract Size

Minimum Tick



GRAINS AND OILSEEDS

Corn1 112,591

OO CY (CALLS) & PY (PUTS) GLBX OZC

Cmy C OO C GLBX ZC

5,000 bushels

$0.00125 per bushel


Last Friday preceding the last business day of the month preceding the option month by at least two business days.


Soybeans1 52,389

OO CZ (CALLS) & PZ (PUTS)GLBX OZS

SA OMON, ESA OMON SmyC

OO S GLBX ZS

5,000 bushels

$0.00125 per bushel




Wheat1 18,546OO WY(CALLS) & WZ (PUTS) GLBX OZW

WmyC OO W GLBX ZW

5,000 bushels

$0.00125 per bushel



Jul (N), Sep (U), Dec (Z), Mar (H), May (K)

Soybean Oil1 9,368OO OY (CALLS) & OZ (PUTS)GLBX OZL

BOA OMON, OMON, BOmyC

OO BO GLBX ZL

60,000 lbs. $0.00005 per lb.




Soybean Meal1 3,752OO MY (CALLS) & MZ (PUTS)GLBX OZM

SMA OMON, OMON, SMmyC

OO SM GLBX ZM

100 short tons

$0.05 per short ton







* On major USDA Report days, floor will open early at 7:20 a.m.


LIVESTOCK

Live Cattle2 11,954

OO CK (CALLS) & PK (PUTS)GLBX LE

LCmyC 1 LCmyP 1

OO LC GLBX LE

40,000 lbs. Full Tick: $0.00025 per lb. Half Tick: $0.000125 per lb.


1st Fri of the delivery month of the underlying futures contract (OO 12:00 p.m., GLBX 12:00 p.m.)

Feb, Apr, Jun, Aug, Oct, Dec (Regular) Jan, Mar, May, Jul, Nov (serial)

Lean Hogs2 4,246

OO CH (CALLS) & PH (PUTS)GLBX HE

LHmyC 1LCmyP 1

OO LH GLBX HE

40,000 lbs. Full Tick: $0.00025 per lb. Half Tick: $0.000125 per lb.


10th business day of the month (OO 12:00 p.m., GLBX 12:00 p.m.)

Feb, Apr, May, Jun, Jul, Aug, Oct, Dec

DAIRY

Class III Milk2 1,207

OO DAGLBX DC

DAmyC OO DA GLBX DN

200,000 lbs. Full Tick: $0.01 per cwt Half Tick: $0.005 per cwt

OO Mon – Fri 9:05 a.m. – 1:12 p.m. GLBX Sun – Fri 5:00 p.m. – 1:55 p.m.

Business day immediately preceding the day on which the USDA announces the Class III price for that contract month (12:10 p.m.)

All calendar months

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U.S. INDEX FUTURES

ProductADV 2011 Symbol

Bloomberg Code

Reuters Code Multiplier Minimum Tick

Trading Hours*All Times Shown Are Central Time

Last Trading DayTermination of Trading Time

Contract Months

LARGE-CAP

E-mini S&P 500 (USD)1 2,461,781ES ESA ES $50 OUTRIGHT 0.25 = $12.50

CAL Spread 0.05 = $2.50 GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m.

3rd Fri (8:30 a.m.) Qtrly

E-mini NASDAQ-1001 298,275NQ NQA NQ $20 OUTRIGHT 0.25 = $5.00

CAL Spread 0.05 = $1.00GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m.


E-mini Dow ($5)2 128,956YM DMA YM $5 1.00 = $5.00 GLBX Mon – Thu 5:00 p.m. – 3:15 p.m.

and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m.


S&P 5001 28,653

SP SPA SP $250 OUTRIGHT 0.10 = $25.00 CAL Spread 0.05 = $12.50

OO Mon – Fri 8:30 a.m. – 3:15 p.m. GLBX Mon – Thu 3:30 p.m. – 8:15 a.m. Sun 5:00 p.m. – 8:15 a.m.

OO Thu prior to 3rd Fri (3:15 p.m.) GLBX on the rollover date when the lead month goes off the screen and the deferred month becomes the new lead month

Qtrly

NASDAQ-1001 1,875

ND NDA ND $100 OUTRIGHT 0.25 = $25.00 CAL Spread 0.05 = $5.00

OO Mon – Fri 8:30 a.m. – 3:15 p.m. GLBX Mon – Thu 3:30 p.m. – 8:15 a.m. Sun 5:00 p.m. – 8:15 a.m.

OO Thu prior to 3rd Fri (3:15 p.m.) GLBX on the rollover date when the lead month goes off the screen and the deferred month becomes the new lead month

Qtrly

Dow ($10)2 1,138 DJ DJA OO DJGLBX ZD

$10 1.00 = $10.00 OO Mon – Fri 8:30 a.m. – 3:15 p.m. GLBX Mon – Thu 3:30 p.m. – 8:15 a.m.; Sun 5:00 p.m. – 8:15 a.m.

OO Thu prior to 3rd Fri (3:15 p.m.) GLBX 3rd Fri (8:15 a.m.)

Qtrly

MID-CAP

E-mini S&P MidCap 4001 30,513

EMD FAA DM $100 OUTRIGHT 0.10 = $10.00 CAL Spread 0.05 = $5.00

Mon – Thu 5:00 p.m. – 3:15 p.m. and 3:30 p.m. – 4:30 p.m.; 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.



LEADING EQUITY INDEX PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011.

8

INTERNATIONAL INDEX FUTURES


Reuters Code Multiplier Minimum Tick



Contract Months

Nikkei 225 (YEN)1 30,438 NIY NHA NIY ¥500 5.00 = ¥2500 GLBX Mon – Fri: 3:30 p.m. – 3:15 p.m.

the next day, closing Friday at 3:15 p.m. Sun 5:00 p.m. – 3:15 p.m.

Business day prior to 2nd Fri (3:15 p.m.)

Qtrly and Ser

Nikkei 225 (USD)1

10,978 OO NKGLBX NKD

NXA OO NKGLBX NKD

$5 5.00 = $25.00 OO Mon – Fri 8:00 a.m. – 3:15 p.m.GLBX Mon – Fri: 3:30 p.m. – 3:15 p.m. the next day, closing Friday at 3:15 p.m. Sun 5:00 p.m. – 3:15 p.m.

Business day prior to 2nd Fri (3:15 p.m.)

Qtrly


* Daily CME Globex maintenance period is 4:30 p.m. – 4:45 p.m. for all Equity Index products traded on Globex.




9

U.S. INDEX OPTIONS





LARGE-CAP

E-mini S&P 5001 143,377 ES ESmyC ES One E-mini S&P 500

futures contract ($50)

0.25 = $12.50 for premium > 5.00 (outright)

Half tick 0.05 = $2.50 for premium < or = 5.00

CAB 0.05 = $2.50

GLBX Mon – Thu 5:00 p.m. – 3:15 p.m.and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m.

Qtrly 3rd Fri (8:30 a.m.)Ser 3rd Fri (3:15 p.m.)

Qtrly and Ser

E-mini S&P 500 End of Month (EOM)1

15,055 EW SCVA EW One E-mini S&P 500 futures contract ($50)

GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m.

Last business day of month (3:00 p.m.)**

Monthly

E-mini S&P 500 Weekly1

23,095 EW1=Week 1EW2=Week 2EW4=Week 4

Visit cmegroup.com for information

One E-mini S&P 500 futures contract ($50)

GLBX Mon – Thu 5:00 p.m. – 8:15 a.m. and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m.

Week 1 – 1st Fri of contract month (3:00 p.m.)**Week 2 – 2nd Fri of contract monthWeek 4 – 4th Fri of contract month*

Three weeklies listed at any given time; Week 1, Week 2 and Week 4 listings per contract month.

S&P 5001

46,051 Calls CS Puts PS

SPA SP One S&P 500 futures contract($250)

0.10 = $25.00 for premium > 5.00 (outright)

Half tick 0.05 = $12.50 for premium < or = 5.00

CAB 0.05 = $12.50

OO Mon – Fri 8:30 a.m. – 3:15 p.m.GLBX Mon – Thu 3:30 p.m. – 8:15 a.m.; Sun 5:00 p.m. – 8:15 a.m.

Qtrly Thu prior to 3rd Fri (3:15 p.m.)Ser 3rd Fri (3:15 p.m.)

Qtrly and Ser

S&P 500 EOM1

6,037 EV EVA EVS One S&P 500 futures contract ($250)

OO Mon – Fri 8:30 a.m. – 3:15 p.m.GLBX Mon – Thu 3:30 p.m. – 8:15 a.m.; Sun 5:00 p.m. – 8:15 a.m.

OO Last business day of the month (3:00 p.m.)** GLBX Last business day of the month (8:15 a.m.)

Monthly

E-mini NASDAQ-1001

2,938 NQ NQmyC NQ One E-mini NASDAQ-100 futures contract($100)

GLBX Mon – Thu 5:00 p.m. – 3:15 p.m. and 3:30 p.m. – 4:30 p.m.; Sun 5:00 p.m. – 3:15 p.m.

Qtrly 3rd Fri (8:30 a.m.)Ser 3rd Fri (3:15 p.m.)

Qtrly and Ser


* 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.




10

FUTURES


Contract Unit

Minimum Fluctuation

Tick Value Trading Hours Termination of Trading Notes

Settlement at Termination

CRUDE OIL AND REFINED PRODUCTS

Light Sweet Crude Oil (WTI)

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 GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

3rd business day prior to the 25th calendar day of the month preceding the delivery month. When the 25TH is not a bus. day, use the preceding business day

Physical

Heating Oil 126,344 HO 42,000 gals. $0.0001 per gal.

$4.20 OO Mon – Fri 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. –1:30 p.m. CT GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Last business day of the month preceding the contract month

Physical

RBOB Gasoline 123,529 RB 42,000 gals. $0.0001 per gal.

$4.20 OO Mon – Fri 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Last business day of the month preceding the contract month

Physical

E-mini Light Sweet Crude Oil

11,905 QM 500 bbls. $0.025 per bbl.

$12.50 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Trading shall cease one business day prior to the termination date of the NYMEX Light Sweet Crude Oil Futures Contract for the delivery month

Financial

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. CTCLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT


Financial

WTI Calendar Swap Futures

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) with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT) OO: Mon – Fri 9:00 a.m. to 2:30 p.m. (8:00 a.m. to 1:30 p.m. CT)

Trading shall cease on the last business day of the contract month

Financial

Brent Crude Oil Last Day

3,126 BZ 1,000 bbls. $0.01 per bbl.


Trading shall cease on the same termination day as the ICE Brent Crude Oil Futures Contract for the 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.

Financial

Light Sweet Crude Oil (WTI) – Financial

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 GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT


Financial

For 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.

LEADING ENERGY PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011.

OO = Open Outcry GLBX = CME Globex CLRPRT = CME ClearPort

11

FUTURES

Product ADV 2011 SymbolContract Unit

Minimum Fluctuation

Tick Value Trading Hours

Termination of Trading Notes


NATURAL GAS

Natural Gas (Henry Hub)305,017 NG 10,000

MMBtu.$0.001 per MMBtu.


3rd business day prior to the 1st day of the delivery month

Physical

Henry Hub Natural Gas Swap Future

82,642 NN 2,500 MMBtu.

$0.001 per MMBtu.


Business day preceeding the termination of trading for the corresponding contract month of the NYMEX Henry Hub Natural Gas futures contract

Financial

Henry Hub Natural Gas Penultimate Swap Future

29,302 NP 2,500 MMBtu.

$0.001 per MMBtu.


Business day preceeding the termination of trading for the corresponding contract month of the NYMEX Henry Hub Natural Gas futures contract

Financial

Natural Gas Financial 3 Month Calendar Spread Option

2,253 G3 10,000 MMBtu.

$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 CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Business day prior to termination of underlying futures contract

Financial

Up Down Low Sulfur Diesel Spread2,209 LT 42,000

gals.$0.0001 per gal.


Last business day of the contract month

Financial

E-mini Natural Gas

2,172 QG 2,500 MMBtu.

$0.005 per MMBtu.

$12.50 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CT GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Business day immediately preceding the last day of trading in the current delivery month of the Heny Hub Natural Gas futures contract

Financial




12

FUTURES

Product ADV 2011 SymbolContract Unit

Minimum Fluctuation Tick Value Trading Hours



ELECTRICITY

PJM Western Hub Offpeak Cal Month Day

8,925 N9 5 MWh $0.05 per MWh

$0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

The last business day of the contract month

Financial

PJM Western Hub Off-Peak Calendar-Month Day-Ahead LMP Swap Futures

6,635 E4 5 MWh $0.05 per MWh



Financial

PJM Northern Illinois Hub 5 MW Off-Peak Calendar-Month Real-Time LMP Swap Futures

6,426 B6 5 MWh $0.05 per MWh



Financial

PJM Northern Illinois Off-Peak Calendar-Month Day-Ahead LMP Swap Futures

4,196 L3 5 MWh $0.05 per MWh



Financial

PJM Ad Hub 5 MW Real Time Offpeak3,385 V3 5 MWh $0.05 per

MWh$0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT

CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CTThe last business day of the contract month

Financial

Nepool Int Hub 5 MW Day Ahead Offpeak

3,379 H2 5 MWh $0.05 per MWh



Financial

PJM PSEG Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures

3,134 W6 5 MWh $0.05 per MWh



Financial

PJM AEP Dayton Hub Offpeak Cal Month

2,540 R7 5 MWh $0.05 per MWh



Financial

Mid ISO Ind 5MW Offpeak Calm Real2,285 FTM 5 MWh $0.05 per

MWh$0.25 OO Mon – Fri 9:00 a.m. – 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT

CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CTThe last business day of the contract month

Financial

Nepool Rhde Isl 5 MW Day Ahead Offpeak

1,168 U5 5 MWh $0.05 per MWh

$0.25 OO Mon – Fri 9:00 a.m.– 2:30 p.m.ET /8:00 a.m. – 1:30 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT


Financial

NY ISO Zone 5 MW Day Ahead Offpeak

1,061 K4 5 MWh $0.05 per MWh



Financial




13

OPTIONS


Contract Unit

Minimum Fluctuation

Tick Value Trading Hours Termination of Trading Notes


CRUDE AND REFINED PRODUCTS

Light Sweet Crude Oil (WTI) Option

145,702 LO 1,000 bbls. $0.01 per bbl.


Three business days before the termination of trading in the underlying futures contract

Future

Light Sweet Crude Oil (WTI) 1 Month Calendar Spread Option

11,454 WA 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. CTGLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/ 5:00 p.m. – 4:15 p.m. CT

One business day before the termination of the underlying futures contract, and the options can be exercised only on the last day

Future

Light Sweet Crude Oil (WTI) Average Price Option

9,877 AO 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. CTCLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Last business day of the contract month Financial

Heating Oil Option 3,530 OH 42,000 gals. $0.0001 per gal.

$4.20 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m. CTGLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Three business days before the underlying futures contract

Future

Light Sweet Crude Oil (WTI) European-style Option

3,416 LC 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 GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/ 5:00 p.m. – 4:15 p.m. CT

Three business days before the termination of trading in the underlying futures contract

Financial

Brent Average Price Option

2,247 BA 1,000 bbls. $0.01 per bbl.



Brent Look-Alike Crude Oil Option

2,051 BE 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 CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CTGLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

At the close of trading three business days prior to the expiration of the underlying Brent Crude Oil Last Day futures contract

Financial

RBOB Average Price Option

1,867 RA 42,000 gals. $0.0001 per gal.


Last business day of the contract month Future

Heating Oil Average Price Option

1,681 AT 42,000 gals. $0.0001 per gal.






14

OPTIONS


Contract Unit

Minimum Fluctuation Tick Value

Trading Hours All Times Shown Are Central Time



NATURAL GAS

Natural Gas European-style Option

94,338 LN 10,000 MMBtu.

$0.0001 per MMBtu.


Trading ends at the close of business on the business day immediately preceding the expiration of the underlying futures contract

Financial

Natural Gas Option

8,191 ON 10,000 MMBtu.

$0.001 per MMBtu. $10.00 OO 9:00 a.m. – 2:30 p.m. ET/8:00 a.m. – 1:30 p.m.CTGLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Trading ends on the business day immediately preceding the expiration of the underlying futures contract

Future

Daily Natural Gas Option

1,850 KD 10,000 MMBtu.

$0.0001 per MMBtu.


A daily Natural Gas option on the Exchange shall expire at the close of trading on the business day it was initially listed on

Financial

Natural Gas Calendar Spread Cont 1M

1,206 G4 10,000 MMBtu.

$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 CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

Business day prior to termination of underlying futures contracts

Financial

ELECTRICITY

PJM Monthly Financially Settled Electricity-swap Option

4,196 JO 40 MWh x Peak Days

$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 days prior to the underlying futures month

Financially




15

LEADING FX PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011.

OO = Open Outcry

GLBX = CME Globex

AON = All-or-None

Qtrly = Quarterly

Ser = Serial

Our FX contracts are listed with, and subject to, the rules and regulations of CME.

FUTURESProducts

ADV 2011 Symbol Bloomberg Code

Reuters Code

Trading Unit Minimum Tick



G10 (MAJORS)

EUR/USD

334,273 OO ECGLBX 6E AON UG

ECA<curncy>,GECA<curncy>

0#2URO:, 0#ECSS:

125,000 euro

$0.0001 per euro increments ($12.50/contract)

OO Mon – Fri 7:20 a.m. – 2:00 p.m. GLBX Sun 5:00 p.m. – 4:00 p.m. next day; Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m.

The 2nd business day immediately preceding the 3rd Wed of the contract month (usually Mon) (9:16 a.m.)

Six months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)

AUD/USD

122,030 OO ADGLBX 6A AON LA

ADA <curncy>, GADA <curncy>

0#2AD:, 0#ADSS:

100,000 Australian dollars

$0.0001 per Australian dollar increments ($10.00/contract)



GBP/USD

115,193 OO BPGLBX 6B AON LP

BPA<curncy>,GBPA<curncy>

0#2BP:, 0#BPSS:

62,500 British pounds

$0.0001 per British pound increments ($6.25/contract)



JPY/USD

112,576 OO JYGLBX 6J AON LJ

JYA<curncy>, GJYA<curncy>

0#2JY:, 0#JYSS:

12,500,000 Japanese yen

$0.000001 per Japanese yen increments ($12.50/contract)



CAD/USD

88,955 OO CDGLBX 6C AON LK

CDA <curncy>, GCDA <curncy>

0#2CD:, 0#CDSS:

100,000 Canadian dollars

$0.0001 per Canadian dollar increments ($10.00/contract)

The business day immediately preceding the 3rd Wed of the contract month (usually Tues) (9:16 a.m.)


CHF/USD

40,630 OO SFGLBX 6S AON LS

SFA<curncy>,GSFA<curncy>

0#2SF:, 0#SFSS:

125,000 Swiss francs

$0.0001 per Swiss franc increments ($12.50/contract)



For additional contract specifications on our FX products, visit cmegroup.com/fx.

16

OO = Open Outcry

GLBX = CME Globex

AON = All-or-None

Qtrly = Quarterly

Ser = Serial



FUTURESProducts

ADV 2011 Symbol

Bloomberg Code

Reuters Code




G10 (MAJORS)

NZD/USD

8,243 OO NEGLBX 6N AON UK

NVA <curncy>, GNVA <curncy>

0#2NE:, 0#NESS:

100,000 New Zealand dollars

$0.0001 per New Zealand dollar increments ($10.00/contract)

OO Mon – Fri 7:20 a.m. – 2:00 p.m. AON onlyGLBX Sun 5:00 p.m. – 4:00 p.m. next day; Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m.



E-micro EUR/USD

6,082 GLBX M6E CREA <curncy> 0#M6E 12,500 euro

0.0001 USD/EUR (=US$1.25)

GLBX Sun 5:00 p.m. – 4:00 p.m. next day; Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except on Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m.


Two months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)

E-mini Euro FX

5,661 GLBX E7 EEA <curncy> 0#UROM 62,500 euro

0.0001 per euro increments ($6.25/contract)

GLBX Sun 5:00 p.m. – 4:00 p.m. next day; Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except on Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m.


Two months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec)

EUR/JPY Cross Rate

1,466 OO UHGLBX RY AON UH

– RYA<curncy>

0#UH 0#RY

125,000 euro

0.01 Japanese yen per euro increments (1250 Japanese yen)

OO Mon – Fri 7:20 a.m. – 2:00 p.m. AON only GLBX Sun 5:00 p.m. – 4:00 p.m. next day; Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m.



17

FUTURESProducts

ADV 2011 Symbol

Bloomberg Code

Reuters Code




EMERGING MARKETS

MXN/USD

36,523 OO MPGLBX 6M AON LM

PEA<curncy>, GPEA<curncy>

0#2MP:, 0#MPSS:

500,000 Mexican pesos

$0.000025 per Mexican peso increments ($12.50/contract)



13 consecutive calendar months plus two deferred Mar Qtrly cycle contract months

RUB/USD

2,730 OO RUGLBX 6R AON UU

RUA<curncy>, GRUA<curncy>

0#2RU:, 0#RUSS:

2,500,000 Russian rubles

$0.00001 per Russian ruble increments ($25.00/contract)

GLBX Sun 5:00 p.m. – 4:00 p.m. next day; Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m. CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m.

The 15th day of the month, or, if not a business day, on the next bus. day for the Moscow interbank foreign exchange market (11:00 a.m. Moscow time)

20 months in the Mar Qtrly (Mar, Jun, Sep, Dec) plus 8 Ser months

BRL/USD

1,035 OO BRGLBX 6L AON LZ

BRA<curncy>, GBRA<curncy>

0#2BR:, 0#BRSS:

100,000 Brazilian reais

$0.00005 per Brazilian real increments ($5.00/contract)


The last business day of the month for the Central Bank of Brazil immediately preceding the contract month (9:15 a.m. CT)

Consecutive contract months out 10 years

OO = Open Outcry

GLBX = CME Globex

AON = All-or-None

Qtrly = Quarterly

Ser = Serial



18

OO = Open Outcry

GLBX = CME Globex

AON = All-or-None

Qtrly = Quarterly

Ser = Serial

* 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.



OPTIONSProducts

ADV 2011 Symbol Trading Unit Minimum Tick


Last Trading Day*Termination of Trading Time Contract Months

G10 (MAJORS)

EUR/USDOptions

22,085

Qtrly and Ser options: OO: EC; GLBX: 6E Weekly options: OO: 1X-5X; GLBX: 6E1-6E5 European-style options: OO: YT; GLBX: XT European-style weekly options: OO: 1T-5T; GLBX: 1Q-5Q Volatility-quoted options: V6E Volatility-quoted weekly options: VE1-VE5 European-style volatility-quoted options: VXT European-style volatility-quoted weekly options: VTA-VTE AON: UGEuropean-style: 0T

One futures contract for 125,000 euro

$0.0001 per euro increments ($12.50/contract); also, trades may occur at $0.00005 ($6.25), $0.00015 ($18.75), $0.00025 ($31.25), $0.00035 ($43.75) and $0.00045 ($56.25) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per euro

OO Mon – Fri 7:20 a.m. – 2:00 p.m. for premium options onlyGLBX Sun 5:00 p.m. – 4:00 p.m. next day; Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m.

Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month (European-style: 9:00 a.m.; American-style: 2:00 p.m. ) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options (European-style: 9:00 a.m.; American-style: 2:00 p.m.)

Four months in the Mar Qtrly cycle (Mar, Jun, Sep, Dec), two Ser months and four weekly

JPY/USD Options

5,092

Qtrly and Ser options: OO Calls: CJ Puts: PJ; GLBX: 6J Weekly options: OO: 1J–5J; GLBX: 6J1-6J5 European-style options: OO: YJ; GLBX: XJ European-style weekly options: OO: 1Y-5Y; GLBX: 1O-5O Volatility-quoted options: V6J Volatility-quoted weekly options: VJ1-VJ5 European-style volatility-quoted options: VXJ European-style volatility-quoted weekly options: VJA-VJE AON: LJ European-style: 0J

One futures contract for 12,500,000 Japanese yen

$0.000001 per Japanese yen increments ($12.50/contract). Also, trades may occur at $0.0000005 ($6.25), $0.0000015 ($18.75), $0.0000025 ($31.25), $0.0000035 ($43.75) and $0.0000045 ($56.25) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.0000001 per Japanese yen


Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month (European-style: 9:00 a.m.; American-style: 2:00 p.m. ) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options (European-style: 9:00 a.m.; American-style: 2:00 p.m.)


19

OO = Open Outcry

GLBX = CME Globex

AON = All-or-None

Qtrly = Quarterly

Ser = Serial




OPTIONSProducts



Last Trading Day*Termination of Trading Time Contract Months

G10 (MAJORS)

AUD/USD Options

3,730

Qtrly and Ser options: OO Calls: KA Puts: JA; GLBX: 6A Weekly options: OO: 1A-5A; GLBX: 6A1-6A5 European-style options: OO: XA; GLBX: XAD European-style weekly options: OO: AD1-AD5; GLBX: XA1-XA5 Volatility-quoted options: V6A Volatility-quoted weekly options: VA1-VA5 European-style volatility-quoted options: VXA European-style volatility-quoted weekly options: VAA-VAE AON: LP; European-style: AAD

One futures contract for 100,000 Australian dollars

$0.0001 per Australian dollar increments ($10.00/contract). Also, trades may occur at $0.00005 ($5.00), $0.00015 ($15.00), $0.00025 ($25.00), $0.00035 ($35.00) and $0.00045 ($45.00) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per Australian dollar


Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month (European-style: 9:00 a.m.; American-style: 2:00 p.m.) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options (European-style: 9:00 a.m.; American-style: 2:00 p.m.)


CAD/USD Options

3,066

Qtrly and Ser options: OO Calls: CV Puts: PV; GLBX: 6C Weekly options: OO: 1C-5C; GLBX: 6C1-6C5 European-style options: OO: YD; GLBX: XD European-style weekly options: OO: 1D-5D; GLBX: XD1-XD5 Volatility-quoted options: V6C Volatility-quoted weekly options: VC1-VC5 European-style volatility-quoted options: VXC European-style volatility-quoted weekly options: VCA-VCE AON: LK European-style: 0K

One futures contract for 100,000 Canadian dollars

$0.0001 per Canadian dollar increments ($10.00/contract). Also, trades may occur at $0.00005 ($5.00), $0.00015 ($15.00), $0.00025 ($25.00), $0.00035 ($35.00) and $0.00045 ($45.00) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per Canadian dollar




20

OPTIONSProducts



Last Trading Day*Termination of Trading Time

Contract Months

G10 (MAJORS)

GBP/USD Options

2,907

Qtrly and Ser options: OO Calls: CP Puts: PP; GLBX: 6B Weekly options: OO: 1B-5B; GLBX: 6B1-6B5 European-style options: OO: YB; GLBX: XB European-style weekly options: OO: 1P-5P; GLBX: XB1-XB5 Volatility-quoted options: V6B Volatility-quoted weekly options: VB1-VB5 European-style volatility-quoted options: VXB European-style volatility-quoted weekly options: VBA-VBE AON: LPEuropean-style: 0P

One futures contract for 62,500 British pounds

$0.0001 per British pound increments ($6.25/contract) Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00002 per British pound

OO Mon – Fri 7:20 a.m. – 2:00 p.m. for premium options only GLBX Sun 5:00 p.m. – 4:00 p.m. next day;Mon – Fri 5:00 p.m. – 4:00 p.m. next day, except Fri closes at 4:00 p.m. and reopens Sun at 5:00 p.m.



CHF/USD Options

1,172

Qtrly and Ser options: OO Calls: CF Puts: PF; GLBX: 6S Weekly options: OO: 1S-5S; GLBX: 6S1-6S5 European-style options: OO: YS; GLBX: XS European-style weekly options: OO: 1W-5W; GLBX: XS1-XS5 Volatility-quoted options: V6S Volatility-quoted weekly options: VS1-VS5 European-style volatility-quoted options: VXS European-style volatility-quoted weekly options: VSA-VSE AON Code: LS; European-style: 0G

One futures contract for 125,000 Swiss francs

$0.0001 per Swiss franc increments ($12.50/contract). Also, trades may occur at $0.00005 ($6.25), $0.00015 ($18.75), $0.00025 ($31.25), $0.00035 ($43.75) and $0.00045 ($56.25) when price is below five ticks of premium Minimum Price Increment for Volatility options: 0.025 percent of implied volatility. Following a volatility trade, GLBX will convert the volatility-traded options position into a premium-based options position for clearing. This converted tick price will be rounded to the nearest minimum tick of $0.00001 per Swiss franc


Qtrly and Ser options: Close of trading is on the 2nd Fri immediately preceding the 3rd Wed of the contract month. (European-style: 9:00 a.m.; American-style: 2:00 p.m. ) Weekly options: Close of trading is on the four nearest Fris that are not also terminations for Qtrly and Ser options. (European-style: 9:00 a.m. ; American-style: 2:00 p.m. )


OO = Open Outcry

GLBX = CME Globex

AON = All-or-None

Qtrly = Quarterly

Ser = Serial




21

FUTURES Product ADV 2011 Symbol

Bloomberg Code

Reuters Code Underlying Instrument

Contract Size Minimum Tick



Contract Months

SHORT TERM INTEREST RATES

Eurodollar2 2,238,439

OO ED GLBX GE

EDAGEA

2ED:GE:

Eurodollar Time Deposit 3-Month maturity

$1,000,000 Nearest: 0.0025 = $6.25All others: 0.0050 = $12.50


2nd London Bank business day prior to 3rd Wed of contract month (11:00 a.m. London Time)

40 Qtrly (10 years)

30-Day Federal Funds1 48,834

OO FFGLBX ZQ

FFAEFFA

/FF FF

Avg overnight Fed Funds Rate for the contract month

$5,000,000 Nearest: 0.0025 = $10.4175All others: 0.0050 = $20,835


Last business day of delivery month (4:00 p.m.)

First 36 cal months (3 years)

TREASURIES

10-Year U.S. Treasury Note1 1,259,534

OO TYGLBX ZN

TYA /TYTY

OM: ≤ 10 yrsRM: ≥ 6 yrs, 6 mths from first delivery day

$100,000 REG 1/2 of 1/32 = $15.625CAL 1/4 of 1/32 = $7.8125


7th business day prior to last bus. day of contract month (12:01 p.m.)

Five Qtrly months

5-Year U.S. Treasury Note1 676,838

OO FVGLBX ZF

FVA /FVFV

OM: ≤ 5 yrs, 3 mthsRM: ≥ 4 yrs, 2 mos from first delivery day

$100,000 1/4 of 1/32 = $7.8125 OO Mon – Fri 7:20 a.m. – 2:00 p.m. GLBX Sun – Fri 5:00 p.m. – 4:00 p.m.

Last business day of the contract month (12:01 p.m.)

Five Qtrly months

U.S. Treasury Bond Futures

366,423OO USGLBX ZB

USA /US, US

RM ≥ 15 yrs, <25 yrs* from first delivery day

$100,000 REG 1/32 = $31.25CAL 1/4 of 1/32 = $7.812



Three Qtrly months


OO TUGLBX ZT

TUA /TU–

OM: ≤ 5 yrs, 3 mthsRM: ≥ 1 yr, 9 mths from first delivery day and ≤ 2 yrs from last trading day

$200,000 1/4 of 1/32 = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. GLBX Sun – Fri 5:00 p.m. – 4:00 p.m.

Last business day of the contract month (12:01 p.m.)

Five Qtrly months

Long-Term “Ultra” U.S.Treasury Bond1

61,357OO ULGLBX UB

WNA –UL:

RM: ≥ 25 yrs from first delivery day

$100,000 REG 1/32 = $31.25CAL 1/4 of 1/32 = $7.8125



Three Qtrly months

* 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.

For additional contract specifications on our Interest Rate products, visit cmegroup.com/interestrates.

LEADING INTEREST RATE PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011.

OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial OM = Original Maturity RM = Remining Maturity

22

FUTURES


Bloomberg Code

Reuters Code Underlying Instrument

Contract Size Minimum Tick



Contract Months

INTEREST RATE SWAPS

5-Year Interest Rate Swaps1 2,613

OO NGGLBX SA

DSA /N5IR

Fixed rate side/5-year swap: Semi-ann fixed (4% ann) vs. floating @ 3-Month LIBOR

$100,000 REG 1/2 of 1/32 = $15.625CAL 1/4 of 1/32 = $7.8125


2nd London business day prior to 3rd Wed of contract month (10:00 a.m.)

Four Qtrly contracts

10-Year Interest Rate Swaps1 1,257

OO NIGLBX SR

DIA –NI

Fixed rate side/10-year swap: Semi-ann fixed (4% ann) vs. floating @ 3-Month LIBOR

$100,000 REG 1/2 of 1/32 = $15.625CAL 1/4 of 1/32 = $7.8125


2nd London business day prior to 3rd Wed of contract month (10:00 a.m.)

Four Qtrly contracts

OO = Open Outcry Qtrly = Quarterly GLBX= CME Globex Ser = Serial




23

OPTIONS

Product ADV 2011 SymbolBloomberg Code Reuters Code Underlying Instrument Minimum Tick



SHORT TERM INTEREST RATES

Eurodollar – Quarterly

and Serial2

400,219

OO EDGLBX GE

EDGE

ED+ GE+

Qtrly: Corresponding Qtrly futuresSer: Nearest Qtrly futures

0.0025 = $6.25 if underlying futures is nearest expiry month or if premium < 5 ticks for first two Qtrly and first two Ser; 0.0050 = $12.50 for all other months


Qtrly: 2nd London business bank day before 3rd Wed of contract month (11:00 a.m. London Time) Ser: Fri prior to 3rd Wed of contract month (at close of GLBX session for corresponding futures contract)

Qtrly: 12 Qtrly months Ser: Two Ser front months

– MidCurves2

E0: 202,917 E2: 113,458 E3: 47,331 E4: 1,707

OO E0, E2, E3, E4GLBX GE0 GE2, GE3, GE4

1YR 0E2YR 2E3YR 3E 4YR 4E

1YR/EF+/GF+2YR EH+/GH+3YR EN+/GN+ 4YR EA+/GA+

1-, 2-, 3-, 4-Year Qtrly: Quarterly Eurodollar futures that expire 1, 2 3 or 4 years after the option. Ser: Quarterly Eurodollar futures that expires 1-4 years from next Qtrly month nearest to option expiration

0.0050 = $12.50 OO Mon – Fri 7:20 a.m. – 2:00 p.m. GLBX Sun – Fri 5:00 p.m. – 4:00 p.m.

Fri prior to 3rd Wed of contract month (at close of GLBX session for corresponding futures contract)

Four Qtrly months, Two Ser months

– Weekly MidCurves2

1,114 OO 1K 2K 3K 4K 5KGLBX E01, E02, E03, E04, E05

1WK 1K2WK 2K3WK 3K4WK 4K5WK 5K

EGW+

GFW+

Quarterly Eurodollar futures that expire 12 calendar months from nearest Qtrly non-expired Qtrly option


Each Fri that is not an expiration of Qtrly or Ser 1-Year MidCurve (at close of GLBX session for corresponding futures contract)

Five consecutive weekly expirations, factoring in Qtrly and Ser MidCurves and TOMMis

30-Day Fed Funds1

12,985 OO Calls FFC Puts FFPGLBX OZQ

FFAEFFA

FF+ZQ+

One 30-Day Fed Funds futures contract


Last business day of delivery month (4:00 p.m.)

First 24 calendar months





24

OPTIONSProduct

ADV 2011 Symbol

Bloomberg Code

Reuters Code

Underlying Instrument Minimum Tick



TREASURIES


OO Calls TC Puts TPGLBX OZN

TYA

TY

ZN

One 10-Year U.S Treasury Note futures contract

1/64 of 1 point = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. GLBX Sun – Fri 5:00 p.m. – 4:00 p.m.

Last Fri at least two business days prior to last bus. day of month prior to option contract month (at close of GLBX session for corresponding futures contract)

First three consecutive months (two Ser, one Qtrly) plus next four Qtrly months

U.S. Treasury Bond1 48,704

OO Calls CG Puts PGGLBX OZB

USA

US

ZB

One 30-Year U.S. Treasury Bond futures contract

1/64 of 1 point = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. GLBX Sun – Fri 5:00 p.m. – 4:00 p.m.


First three consecutive months (two Ser, one Qtrly) plus next two Qtrly months


OO Calls FL Puts FPGLBX OZF

FVA

FV

ZF

One 5-Year U.S. Treasury Note futures contract

1/2 of 1/64 of 1 point = $7.8125 OO Mon – Fri 7:20 a.m. – 2:00 p.m. GLBX Sun – Fri 5:00 p.m. – 4:00 p.m.




OO Calls TUC Puts TUPGLBX OZT

TUA

TU

ZT

One 2-Year U.S. Treasury Note futures contract

1/2 of 1/64 of 1 point = $15.625 OO Mon – Fri 7:20 a.m. – 2:00 p.m. GLBX Sun – Fri 500 p.m. – 4:00 p.m.







25


Our 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

FUTURES Product

ADV 2011 Symbol Contract Unit Minimum Fluctuation

Minimum Tick Trading Hours



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,GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

3rd last business day of the contract month

Physical

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, GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT


Physical

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,GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT


Physical

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,GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT


Physical

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 day of the contract month

Physical*

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. CTGLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT, CLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT


Physical

LEADING METAL PRODUCTSProducts represented below include those that showed over 1,000 ADV in 2011.

For additional contract specifications on our Metal products, visit cmegroup.com/metals.

26

OPTIONS Product

ADV 2011 Symbol Contract Unit Minimum Fluctuation Minimum Tick Trading Hours Termination of Trading Notes


PRECIOUS

Gold

40,003 OG 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 GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CTCLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

4th last business day of the month prior to the contract month, however, if such day is a Fri or prior to a holiday, the expiration date will be the preceding business day

Physical

Silver

8,429 SO 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 GLBX Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CTCLRPRT Sun – Fri 6:00 p.m. – 5:15 p.m. ET/5:00 p.m. – 4:15 p.m. CT

4th last business day of the month prior to the contract month, however, if such day is a Fri or prior to a holiday, the expiration date will be the preceding business day

Physical


Our Metal contracts are listed with, and subject to, the rules and regulations of COMEX.

For additional contract specifications on our Metal products, visit cmegroup.com/metals.

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-Hill Companies, 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 of their 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 must not 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 is authorized and regulated by the Financial Services Authority.

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