GLOBEX Advisory Notices
To | CME(R) Globex(R) Customers
From | CME Globex Account Management
Subject | CME(R) Eurodollar(R) Option Instruments on CME MD API
Notice Date | 2005-07-26
Notice Number | 072605-1
Effective Date |
Dear CME® Globex® Customers, Effective Sunday night, July 31, 2005, CME Market Data API (MD API) may disseminate CME Eurodollar options instruments with a 1/4 tick settlement price even though the CME Eurodollar option instrument itself is not eligible to trade at less than a 1/2 tick. This change will improve the accuracy of the CME MD API reporting of settlement prices for certain CME Eurodollar options instruments. This functionality is currently available for testing in the CME certification environment. For any questions regarding this change to the CME Eurodollar options settlement prices, please contact CME Globex Account Management at 312.634.8700; or at +44.207.623.2550 in Europe. Thank you, CME 800.331.3332