Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Increase In Strike Price Range For Australian Dollar Options - Effective December 5, 2003 - Trading Floor Only
Notice Date | 2003-12-04
Notice Number | Q2003-102
Effective Date |
Effective Friday, December 5, 2003, additional strikes will be listed for Australian Dollar options traded on the Exchange floor only (this change does not apply to GLOBEX®-traded Australian Dollar options). The strike price range will be expanded to include 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 twenty-one (21) higher and the next twenty-one (21) lower regular exercise prices. Previously, the strike range for Australian Dollar options included 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 twelve higher and the next twelve lower regular exercise prices. Please contact Marilee Radecki at 312.930.8193, email mradecki@cme.com or Lisa Amato at 312.338.2654, email lamato@cme.com, if you have any questions regarding this notice. Thank you.