• Eurodollar Options Settlement Methodology

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7733
      • Notice Date
      • 22 August 2016
      • Effective Date
      • 22 August 2016

    • In order to ensure that the methodology used by Chicago Mercantile Exchange Inc. (CME or Exchange) for establishing settlement prices for Eurodollar options is as transparent as possible to all of our customers, the information below provides an overview of the current process:

      If you have further questions please call the GCC in the U.S. at +1 800 438-8616, in Europe at +44 20 7623-4747 or in Asia at +65 6532-5010 or email at GCC@cmegroup.com

      For media inquiries concerning this Special Executive Report, please contact CME Group Corporate Communications at 312.930.3434 or news@cmegroup.com.

      Please click here for PDF of SER-7733.

      Eurodollar Options Settlement Methodology

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