Clearing House Advisory Notices
To | Clearing Member Firms; Chief Financial Officers; Back Office Managers
From | CME Clearing
Subject | Early Fixing Price Calculation for November 2008 End-of-Month Equity Options – Effective Friday, November 28, 2008
Notice Date | 2008-11-20
Notice Number | 08-355
Effective Date | 2008-11-28
Due to the Thanksgiving 2008 holiday schedule, the End-of-Month S&P 500 options (symbol: EV) and End-of-Month E-mini S&P 500 options (symbol: EW) will close trading at 12:00p.m. (Central Time) on Friday, November 28, 2008. As a result, the fixing price calculation for November 2008 contracts will take place from 11:59:30a.m. - 12:00:00p.m. instead of the regular 2:59:30p.m. - 3:00:00p.m. time. The fixing price for the End- of-Month options will be disseminated under the ESF symbol at 12:00:00p.m. View the complete CME Group Regular Trading Hours (RTH) and CME Globex holiday schedules at http://www.cmegroup.com/tools-information/holiday-calendar/index.html. Printer Friendly Version...