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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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.