• Increase in maximum precision of Eurodollar and SOFR strike prices Associated changes to strike price formats to four decimal places Change confirmed for Monday November 23, 2020

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 20-390
      • Notice Date
      • 13 October 2020
      • Effective Date
      • 23 November 2020

    • This advisory updates and supersedes previously published clearing advisories 20-371 and 20-384. We have received confirmation from certain clearing firms and software providers, which had requested additional time to test, that their systems will be able to handle this change.

      Therefore, it is now confirmed that this change will take effect on Monday November 23, 2020.

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

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