Effective Sunday, July 25, 2004 (for the trade date of Monday, July 26, 2004), Australian dollar and New Zealand dollar options will be listed on GLOBEX.  Recently, there has been interest in these additional listings.

Contract Months

The Exchange will list one March quarterly option and two serial options on GLOBEX.

Strike Prices

In addition, at the commencement of trading in a contract month for Australian dollar and New Zealand dollar options on GLOBEX, the Exchange will list 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 four higher and the next four lower regular exercise prices.  When a sale, bid, offer, or settlement price in the underlying futures occurs within half a regular exercise price interval of the fourth highest or fourth lowest existing regular exercise price, put and call options at the next higher or next lower regular exercise price shall be listed for trading on the next trading day.  New options may be listed for trading up to and including the termination of trading. 

Market Data Network (MDN) Channels 2 & 4

Please be aware that with the addition of these contracts to GLOBEX, you must now be prepared to receive data on these products via Channels 2 and 4 of the MDN.

If you have any questions regarding this notice, please contact:

Marilee Radecki                      312.930.8193              mradecki@cme.com

Lisa Amato                              312.338.2654              lamato@cme.com

Thank you.