Market Data Advisory Notices
To Quote Vendors
From Market Data Operations
Subject Reminder: Japanese Yen Options Strike Range Changes - Effective July 27, 2008
Notice Date 2008-07-31
Notice Number Q2008-150
Effective Date 2008-07-27

Effective Sunday, July 27 , (trade date Monday, July 28), the strike listing rules for American-style options on Japanese Yen futures on the CME Globex platform will change as follows:

American-style FX Options

Product Code

Current Strike Listing Rules

New Strike Listing Rules

Japanese Yen

6J

 

 

ATM ± 12

 

 

ATM ± 30

Weekly Japanese Yen

6J1-5

               

 

Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.