• Change in Eurodollar and SOFR strike formats tentatively rescheduled to Monday, November 23, 2020

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 20-384
      • Notice Date
      • 06 October 2020
      • Effective Date
      • 23 November 2020

    • At the request of several clearing firms, in order to provide more time for their testing, the listing of options on Eurodollars and 3-month SOFR futures with strike prices at increments of 0.0625 index points, and the concomitant change to strike price formats in the positional-format SPAN and settlement price files, has been postponed.

      For the full text of this advisory, please click here.

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