Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Additional Strikes To Be Added For Options On Euro FX Futures Traded On GLOBEX - Effective Thursday, May 1, 2003.
Notice Date | April 30, 2003
Notice Number | Q2003-33
Effective Date |
Effective Thursday, May 1, 2003, additional strikes will be listed for Euro FX options traded on GLOBEX®. There will be no change in strike listings for Euro FX options traded on the floor. Recently, there has been interest in these additional listings. For Euro FX options traded on GLOBEX, the Exchange will now list put and call options at the regular exercise price that is nearest the previous day’s settlement price of the underlying futures contract and the next sixteen higher and the next sixteen lower regular exercise prices. Previously, the Exchange listed put and call options on GLOBEX at the regular exercise price that is nearest the previous day’s settlement price of the underlying futures contract and the next eight higher and the next eight lower regular exercise prices. Questions regarding this notice may be directed to: Stacey Jurek 312-338-2088 sjurek@cme.com