All of the DJIA and E-mini Dow options contract months will list:
· At the money (ATM) ± 50% of DJIA at 500-point intervals
· 20% at 100-point intervals
· 10% at 50-point intervals for nearest expiring option in the quarterly cycle
These changes will be available for quote vendor testing in New Release Monday, February 8, 2010.
Contact Market Data Operations (MDO) at email@example.com, if you have any questions concerning this notice. Thank you.
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.