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Effective Monday, December 4, 2006, CME Live Cattle (LE) and Lean Hog (HE) option outrights and options strategies will be
available for side-by-side trading on CME Globex during regular trading hours (9:05 a.m. – 1:02 p.m. for options on LE and
9:10 a.m. – 1:02 p.m. for options on HE) These options will launch with UDS Covereds.
The recognized options strategies are:
|
Spread Type
|
Spread Type Code
|
Live Cattle Options
|
Lean Hog Options
|
|
Straddle
|
ST
|
Supported
|
Supported
|
|
Strangle
|
SG
|
Supported
|
Supported
|
|
Risk Reversal
|
RR
|
Supported
|
Supported
|
|
Vertical Call or Put
|
VT
|
Supported
|
Supported
|
|
Calendar Call or Put*
|
HO
|
Supported
|
Not Supported
|
|
3-Way Call or Put
|
3W
|
Supported
|
Supported
|
*Calendar Call or Put Spreads will only be available for CME Live Cattle options.
If you have any questions regarding this notice, please contact CME Clearing Services at 312.205.2525. Printer Friendly Version. . . |
