Effective on March 29, 2010, CME Group will modify the manner in which settlement prices are determined in options on CBOT $10 Dow Jones Industrial Average futures, which will harmonize settlement price determinations across all CME Group equity options products.
Currently, the $10 Dow options settlement prices are determined separately from the $5 Dow options contracts. As of March 29, 2010, settlement prices for the $10 Dow options will be determined solely with reference to bid, offer and trade prices in the $5 options contract.
Questions regarding this change may be directed to Dave Kempes, Associate Director, TF Operations, 312.341.3107 or Arthur Rodriguez, Manager, TF Operations, 312.341.3101.
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