Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject Reminder: American-style FX Options to Trade Side-by-Side on CME Globex – Effective Sunday, December 17, 2006
Notice Date 2006-12-14
Notice Number Q2006-230
Effective Date 2006-12-17

Effective Sunday, December 17, 2006 (trade date Monday, December 18th), CME® will implement a change in CME Globex® trading hours for the American-style foreign exchange (FX) options listed below. Currently, these options trade on CME Globex from 2:00 p.m. to 7:15 a.m. the following day.  CME will offer side-by-side Open Outcry and electronic trading for these options.  These options will trade on CME Globex from 5:00 p.m. to 4:00 p.m. the following day (the same trading hours as the currently-listed European-style options).  They will continue to trade via Open Outcry from 7:20 a.m. to 2:00 p.m.

Side-by-Side FX Options and Ticker Codes

The FX Options that will be listed for trading side-by-side and their ticker codes are as follows:

  • CME Euro FX Options – 6E
  • CME Japanese Yen Options – 6J
  • CME British Pound Options – 6B
  • CME Swiss Franc Options – 6S
  • CME Canadian Dollar Options – 6C
  • CME Australian Dollar Options – 6A
  • CME New Zealand Dollar Options – 6N
  • CME Mexican Peso Options – 6M
  • CME Russian Ruble Options – 6R

 

Ticker Testing

Ticker testing on side-by-side FX Options will be held on Friday, December 15, 2006 at approximately 4:45 p.m. Central Time.  If you have any questions during testing, please contact CME’s Enterprise Technology Operations Department at (312) 930-8160.

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

Thank you.