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In preparation for the launch of Enhanced Electronic Options for Eurodollars on GLOBEX® on August 2, 2004, CME will implement new ticker symbols for Eurodollar Options and Mid-Curve options, effective Sunday,
July 11, 2004. These changes were first detailed in our notice Q2004-49, dated May 10, 2004.
On Sunday, July 11, 2004, distributors should be prepared to implement the following change in symbols for Eurodollar options
on GLOBEX®:
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Eurodollar Options Contract
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FROM Current GLOBEX®Symbol (ITC 2.1 format)
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TO New GLOBEX®Symbol
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Standard Eurodollar options
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CE (e.g.
CEZ5 C9850)*
PE (eg, PEZ5 P9850)
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GE (e.g. GEZ5 C9850)
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1 yr mid curve options
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E0 (e.g. E0Z5 C9850)
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GE0 (e.g. GE0Z5 C9850)
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2 yr mid curve options
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E2 (e.g. E2Z5 C9850)
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GE2 (e.g. GE2Z5 C9850)
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5 yr mid curve options
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E5 (e.g. E5Z5 C9850)
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GE5 (e.g. GE5Z5 C9850)
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*Please note: For RLC users (Channel 4), the existing Standard Eurodollar Options symbol is ED (e.g. EDZ5 C9850). This will
be changing to the new symbol GE, as noted in the table above.
GLOBEX® will add additional strike prices to match those listed on the trading floor. For exercise listing rules, please see:
http://www.cmerulebook.com/cmewg/wg.dll?page&file=c452a
If you have any questions regarding this notice, please contact:
Marilee Radecki 312.930.8193 mradecki@cme.com
Thank you.
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