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Effective Monday, November 14, 2005, the minimum price increment on LIBOR options on futures will change from 0.0050 IMM index
points (one-half tick) to 0.0025 (one-quarter tick) across all contract months.
This change is being made to keep the LIBOR options minimum price increment consistent with that of the underlying futures
contract.
If you have any questions regarding this notice, please contact:
Marilee Radecki 312.930.8193 mradecki@cme.com
Kevin Brady 312.648.3653 kbrady@cme.com
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