• Eurodollar Option Strikes Change - Effective Sunday, January 25, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-013
      • Notice Date
      • 15 January 2009
      • Effective Date
      • 25 January 2009

    • Effective Sunday, January 25, 2009 (trade date Monday, January 26, 2009), based on customer demand, 09 Eurodollar option strikes above par (0000) will be made available on both the Floor and GLOBEX venues.  Strikes will continue to follow the Eurodollar 4 digit format, with the far left digit truncated as has been the case for many years with the par Eurodollar strike.

       

      Rate

      Strike Display

      -.01

      0100

      - 0.0025

      0025

      - 0.00125

      0012

      0.0

      0000

      0.00125

      9987

      0.0025

      9975

      .01

      9900

                                                                     

       

                                                                                                                                                                                                                                                                                                                                                                                                                                                                     

       

       

       

       

      For additional information, please contact Jeff Kilinski (312-648-3817) or David Reif (312-648-3839).

       

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

       

       

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