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.