Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Revised Strike Price Listing Rules for E-mini NASDAQ 100 Options - Effective Sunday, November 18, 2007
Notice Date | 2007-10-31
Notice Number | Q2007-275
Effective Date | 2007-11-18
Effective Sunday, November 18, 2007 (trade date Monday, November 19), 25 interval strike prices will be listed in the E-mini NASDAQ 100 Options. This reverses the decision to discontinue 25 interval strike prices as was communicated earlier this year in Q2007-140 . The revised strike price listing rule will allow for the existing 10 point strike intervals in a listing range of the at-the-money strike +/- 7.5% of the Referencing Index, and 25 point strike intervals in a listing range of the at-the-money strike +/- 15% of the Referencing Index.