Additional Strikes for Canadian
Dollar Options on CME Globex
Effective
this Sunday, October 7, 2007 (for trade date Monday, October 8), in response to
customer demand, CME Group will list additional strikes in the Canadian Dollar options on the CME
Globex electronic trading platform.
With this change, strike prices will be listed At The Money (ATM) ± 24. Currently, strike prices
are listed on CME Globex ATM ± 8.
The additional strike price range will apply to quarterly, serial and weekly options on Canadian
Dollar futures, both for the American- and European-style exercise contracts. The strike price
interval for Canadian Dollar options is unchanged at $0.005 per Canadian dollar. There will be no
change to the number of listed spreads with this change.
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