Effective Sunday, February 7, 2010 (trade date Monday, February 8), the listing rule for COMEX Gold Options strike prices will be revised to list additional strike prices for all trading months.
COMEX Gold Options Strike Listing Rule for the trading floor, CME Group ClearPort® and Globex®:
- Expand from twenty $5.00 strike prices above and below the at-the-money option to forty $5.00
- Ten at $10.00 intervals will be added for out-of-the-money options above the highest $5.00 and below the lowest $5.00 increments.
- Eight additional out-of-the money at $25.00 intervals will be added above the highest $10.00 strike and below the lowest $10.00 strike price.
- At least a $1,000 range of strike prices on a daily basis.
- For options to be cleared through CME ClearPort®, besides regular listing, strikes can be added on an as needed basis.
Contact Market Data Operations (MDO) at firstname.lastname@example.org, if you have any questions concerning this notice. Thank you.