Strike Range Listing Expansion
Effective Sunday, October 19, 2014 for trade date Monday, October 20, 2014 and pending all relevant CFTC regulatory review periods, please be advised that the Chicago Mercantile Exchange, Inc. (CME or EXCHANGE) will increase the strike price range for the weekly option products listed below on CME Globex and Open Outcry.
Code Clearing / Globex |
Title |
Current Option Strike Price Range |
New Option Strike Price Range (as of 10/19) |
EV / EV1, EV2 & EV4 |
S&P 500 Weekly Options Week 1, 2 & 4 |
75 strikes above and below the previous day’s quarterly futures settlement price. |
100 strikes above and below the previous day’s quarterly futures settlement price |
EW / EW1, EW2 & EW4 |
E-mini S&P 500 Weekly Options Week 1, 2 & 4 |
75 strikes above and below the previous day’s quarterly futures settlement price |
100 strikes above and below the previous day’s quarterly futures settlement price |
For the full text of this advisory, please click here.