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Product Modification Summary: Amend Strike Prices Generation for KD - November 23, 2014
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- To
- Clearing Member Firms; Back Office Managers
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- From
- CME Clearing
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- #
- 14-444
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- Notice Date
- 19 November 2014
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- Effective Date
- 23 November 2014
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Effective Sunday, November 23, 2014 for trade date Monday, November 24, and pending all relevant CFTC regulatory review periods, please be advised that the New York Mercantile Exchange (EXCHANGE) will modify the strike listing rule for the Daily Natural Gas Option listed on CME Globex, Open Outcry and available for submission for clearing on CME ClearPort.Effective Sunday, November 23, 2014 for trade date Monday, November 24, and pending all relevant CFTC regulatory review periods, please be advised that the New York Mercantile Exchange (EXCHANGE) will modify the strike listing rule for the Daily Natural Gas Option listed on CME Globex, Open Outcry and available for submission for clearing on CME ClearPort.
Contract name
Clearing/Globex code
Current strike listing
Proposed strike listing
Daily Natural Gas Option
KD/KDB
20 strike prices above and below the at-the-money strike prices in increments of $ 0.001
Twenty strike prices above and below the at-the-money strike price in increments of $0.025 per MMBtu in addition to the existing dynamic strike generation in increments of $0.001 per MMBtu .
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Regards,
CME Clearing
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