• IMPORTANT: Correction Regarding Strike Price Formats and Large Trader Submissions - Effective: November 23, 2020

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 20-443
      • Notice Date
      • 19 November 2020
      • Effective Date
      • 23 November 2020

    • Please be reminded that effective this coming Monday, November 23, 2020, CME will list strikes at 6.25 basis point (0.0625 index point) intervals in Three-Month Eurodollar (ED) and Three-Month SOFR (SR3) options.

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

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