Option Assignment Processing Modification on Thanksgiving Holiday (November 25, 2021)

Please be advised that due to the November 25th Thanksgiving Holiday, CME Clearing will be modifying Exercise and Assignment processing for the January 2022 contract month of the following Brent option contracts: Brent Crude Futures-Style Margin Option (BZO), Brent Crude Oil Option (OS), and Brent Last Day Financial European Option (BE). The last trade date for the expiring options and the settlement prices of the underlying Futures contracts will remain the 25th; however, the option assignment processing and reporting will occur on Friday, November 26th. The option assignment will use settlement prices from November 25th to determine moneyness, and final mark to market for the end of day clearing cycle will use settlement prices from November 26th as normal.

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