DJIA and E-mini Dow Options Strike Changes - Effective February 21, 2010

Effective Sunday, February 21 (trade date Monday, February 22), the strike listing rules for DJIA (tag 1151-SecurityGroup=ZD) and E-mini Dow (tag 1151=YM) options on futures will be modified for all contract months as follows:

All of the DJIA and E-mini Dow options contract months will list:

·         At the money (ATM) ± 50% of DJIA at 500-point intervals

·         20% at 100-point intervals

·         10% at 50-point intervals for nearest expiring option in the quarterly cycle

These changes will be available for quote vendor testing in New Release Monday, February 8, 2010.

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