Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Change To Russian Ruble Option Strike Price Intervals- Effective Immediately
Notice Date | 2004-02-02
Notice Number | Q2004-15
Effective Date |
Effective Tuesday, February 3, 2004, the Strike Price Interval for Russian Ruble Options will be reduced from $0.0025 to $0.00025. All existing strikes at intervals of $0.0025 have been removed from CME systems, as there was no open interest in them. There is no change to the existing listing range of the at-the-money (ATM) and 8 above and below the ATM strike. This change affects both pit-trade (during Regular Trading Hours) and GLOBEX® traded (during Electronic Trading Hours) Russian Ruble options. Please note that this change does not impact the fractional indicator, which remains at 6. If you have any questions regarding this notice, please contact Marilee Radecki at 312.930.8193, email mradecki@cme.com, or Lisa Amato at 312.338.2654, email lamato@cme.com. Thank you.