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:
If you have further questions please call the GCC in the U.S. at +1 800 438-8616, in Europe at +44 20 7623-4747 or in Asia at +65 6532-5010 or email at GCC@cmegroup.com
For media inquiries concerning this Special Executive Report, please contact CME Group Corporate Communications at 312.930.3434 or firstname.lastname@example.org.
Please click here for PDF of SER-7733.
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.