• Valuation Model Change for Four Average-Price Options - Effective May 18, 2020

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 20-198
      • Notice Date
      • 15 May 2020
      • Effective Date
      • 18 May 2020

    • CME Clearing is switching the pricing model used for valuation of four average-price cash settled options to the Curran model, effective with the end-of-day clearing cycle on Monday, May 18, 2020.

      Please click here for the full text of the advisory

      20-198

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