• Amendment to Expiration Rules for Crude Oil Option on Quarterly Futures Strip and Crude Oil Option on Calendar Futures Strip – Effective Trade Date Monday, June 28, 2010

      • To
      • Quote Vendors
      • From
      • Market Data Notices
      • #
      • Q2010-136
      • Notice Date
      • 24 June 2010
      • Effective Date
      • 28 June 2010
    • Effective trade date Monday, June 28, 2010, CME Group will implement amendments to the expiration rules for the Crude Oil Option on Quarterly Futures Strip (code 6E) and the Crude Oil Option on Calendar Futures Strip (code 6F).

       

      Under the amendments, each of the two options will expire one business day prior to the delivery month of the first underlying contract, rather than three business days prior to the start of the first underlying contract.