Amendments to the Globex Trade Matching Algorithm for Options on Three-Month Eurodollar Futures, Options on Two-Year Bundle Futures, Options on Three-Year Bundle Futures, and Options on Five-Year Bundle Futures Contracts

Effective Sunday, 23 October 2016, for trade date Monday, 24 October 2016, and pending all relevant CFTC regulatory review periods, Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) will amend Rule 580. (“CME Globex Trade Matching Algorithms”) to change the trade matching algorithm applicable to trading on the CME Globex electronic trading platform (“CME Globex”) in Options on Three-Month Eurodollar Futures (“ED Options”) (CME Rulebook Chapter 452A), Options on Two-Year Bundle Futures (“BU2 Options”) (CME Rulebook Chapter 454A), Options on Three-Year Bundle Futures (“BU3 Options”) (CME Rulebook Chapter 455A), and Options on Five-Year Bundle Futures (“BU5 Options”) (CME Rulebook Chapter 456A), effective on Sunday, 23 October 2016, for trade date Monday, 24 October 2016.

Please refer questions to:

David Reif                    david.reif@cmegroup.com                  312 648 3839

Frederick Sturm           frederick.sturm@cmegroup.com         312 930 1282

Please click here for PDF of SER-7744.