• Eurodollar Options Settlement Methodology

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-7733
      • Notice Date
      • 22 August 2016
      • Effective Date
      • 22 August 2016
    • In order to ensure that the methodology used by Chicago Mercantile Exchange Inc. (CME or Exchange) for establishing settlement prices for Eurodollar options is as transparent as possible to all of our customers, the information below provides an overview of the current process:

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