GLOBEX Advisory Notices
To CME Globex Customers
From CME Globex Account Management
Subject Strikes Added for Canadian Dollar Options
Notice Date 2007-10-05
Notice Number 100507
Effective Date 1969-12-31
CME Globex(R) Notices

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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