Effective
Sunday, October 7, 2007 (for trade date
Monday, October 8), CME Group will expand the strike price listing range for Canadian Dollar
options on the CME Globex platform. The expanded strike price range will list the
at-the-money (ATM) strike price and twenty-four (24) strikes above and below the ATM, at intervals
of $0.005.
The current strike price range is ATM and 8
strikes above and below the ATM, at intervals of $0.005.
The expanded strike price listing range will
apply to quarterly, serial month and weekly contracts on both American and European-style exercise
options. There is no change to listed spreads on Canadian
Dollar options.
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