Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject New European-Style Foreign Currency Options on Euro FX, Japanese Yen, British Pound, Swiss Franc and Canadian Dollar
Notice Date 2004-03-03
Notice Number Q2004-26
Effective Date  

At its most recent meeting, the Board of Directors approved a proposal to list five European-Style options on foreign exchange futures contracts for trading.  CME will trade European-style exercise of options on Euro FX, Japanese Yen, British Pound, Swiss Franc and Canadian Dollar options on futures.  These new contracts will be traded in addition to the existing CME American-style foreign exchange (FX) options.

Any specifications not mentioned herein are identical to the existing American-style FX option counterpart’s specifications.  Contract specifications pertinent and unique to these contracts can be found in the attached Market Data Distributor notice.

Thank you.