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On Thursday, November 7, 2002, the Board of Directors approved decreasing the strike price interval by one-half for all CME foreign exchange (FX) options to facilitate the roll and spread
trading. In addition, in order to maintain the current strike price range, the number of strikes listed above and below the
previous day’s settlement price of the underlying futures contract will be doubled. The new strike price intervals and strike
price ranges for each currency is listed in the following table.
Please view the attached notice, which includes the CME Foreign Currency Option Strike Prices and Ranges Table.
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