Expanded Strike Price Listings for Options on Russian Ruble Futures Contracts, Effective Sunday, May 22, 2011

Effective on Sunday, May 22, 2011, for the trade date of Monday, May 23, 2011, CME is expanding its options on Russian ruble futures strike (exercise) price listing range. To meet customer demand, CME is increasing the number of Russian ruble options strike price listings from ± 8 to ± 25 from the strike price nearest the previous day’s settlement price. CME recently expanded the Russian ruble futures and options contract listings by reintroducing the serial month futures and their options for the first year of maturity (i.e., in addition to the March, June, September & December quarterly contract months). These new contract month listings included the weekly options on the nearby serial months, when the serial months are in the front month position. With the change in Russian ruble options strike price listing procedures, 34 more strike prices will be available for trading when a new contract is listed for trading (25 x 2 + 1 = 51 minus 8 x 2 +1 = 17) whether it is a serial month, March quarterly cycle month or weekly option.

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