Effective Sunday, May 15, 2011 for trade date Monday, May 16, 2011, CME is reducing the 1- Month and 3-Month EUR/USD Realized Volatility Futures contract block trade minimum threshold from 500 to 50 contracts. Market activity to date has shown that a 50 contract threshold would be more appropriate given relevant market activity and more in line with other newly listed FX futures contracts. Therefore, CME is lowering the block trade minimum threshold from 500 to 50 contracts for the FX Realized Volatility Futures products.
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.