Minimum Price Increment Change
Effective Sunday, November 9 for trade date Monday, November 10, and pending all relevant CFTC regulatory review periods, please be advised that the Chicago Mercantile Exchange Inc. (CME or EXCHANGE) will amend the minimum price increment for Eurodollar Bundle futures and options. The minimum trading tick is changing from 0.005 points to 0.0025 points. There are no DPL changes.
Code Clearing / Globex |
Title |
Current Trade Tick Rule |
New Trade Tick Rule (as of 11/9) |
BU2 / BU2 |
2-Year Eurodollar Bundle Futures |
0.005 points |
0.0025 points |
BU2 / BU2 |
2-Year Eurodollar Bundle Options |
0.005 points |
0.0025 points |
BU3 / BU3 |
3-Year Eurodollar Bundle Futures |
0.005 points |
0.0025 points |
BU3 / BU3 |
3-Year Eurodollar Bundle Options |
0.005 points |
0.0025 points |
BU5 / BU5 |
5-Year Eurodollar Bundle Futures |
0.005 points |
0.0025 points |
BU5 / BU5 |
5-Year Eurodollar Bundle Options |
0.005 points |
0.0025 points |
Information Contacts |
||
CMEGroup.com Inquiries |
Customer Service |
(800) 331-3332 |
General Information |
Products & Services |
(312) 930-1000 |
|
Clearing House |
(312) 207-2525 |
Globex Information |
Global Command Center |
(800) 438-8616 |
Performance Bond Information |
Risk Management Dept. |
(312) 648-3888 |
Position Limits |
Market Regulation |
(312) 341-7970 |
Clearing Fees |
Clearing Fee Hotline |
(312) 648-5470 |
Regards,
CME Clearing
For printer friendly version, please click here.