Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Additional Strikes To Be Added For British Pound And Japanese Yen Options Traded on GLOBEX, Effective Monday, May 10, 2004
Notice Date | 2004-05-07
Notice Number | Q2004-48
Effective Date |
Effective Monday, May 10, 2004, additional strikes will be listed for British pound and Japanese yen options traded on GLOBEX. There will be no change in strike listings for British pound or Japanese yen options traded on the floor. Recently, there has been interest in these additional listings. For British pound and Japanese yen 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 eight higher and the next eight lower regular exercise prices. Previously, the Exchange listed 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 four higher and the next four lower regular exercise prices. Please contact Lisa Amato at (312) 338-2654, e-mail lamato@cme.com, or Marilee Radecki at (312) 930-8193, e-mail mradecki@cme.com, if you have any questions regarding this notice. Thank you.