Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Canadian Dollar Options Strike Range Expansion on the CME Globex Platform - Effective Sunday, October 7, 2007
Notice Date | 2007-10-05
Notice Number | Q2007-258
Effective Date | 2007-10-07
Effective Sunday, October 7, 2007 (for trade date Monday, October 8), CME Group will expand the strike price listing range for Canadian Dollar options on the CME Globex platform. The expanded strike price range will list the at-the-money (ATM) strike price and twenty-four (24) strikes above and below the ATM, at intervals of $0.005. The current strike price range is ATM and 8 strikes above and below the ATM, at intervals of $0.005. The expanded strike price listing range will apply to quarterly, serial month and weekly contracts on both American and European-style exercise options. There is no change to listed spreads on Canadian Dollar options.