Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Extended Strike Price Listings for CME Japanese Yen Options on CME Globex - Effective Sunday, April 1, 2007
Notice Date | 2007-03-19
Notice Number | Q2007-079
Effective Date | 2007-04-01
Effective Sunday, April 1, 2007, CME will extend the strike price listing range for CME Japanese Yen Options on CME Globex. The extended listing rules will allow for listing the at-the-money strike price, plus 12 strike prices above and 12 strike prices below the at-the-money strike price. These listing rules will apply to the listing of 2 quarterly contract months, 4 serial contract months, and 4 weekly contracts. Current listing rules call for listing the at-the-money strike price, and 8 above and below the at-the-money strike price.