• Notification to List Serial Three-Year ("Blue") Eurodollar Mid-Curve Options

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5880
      • Notice Date
      • 08 August 2011
      • Effective Date
      • 15 August 2011

    • Last November, CME Group ("Exchange") certified new trading rules with the Commodity Futures Trading Commission to permit trading in serial Two-Year ("Green") Eurodollar MidCurve options as well as serial and quarterly Three-Year ("Blue") Eurodollar Mid-Curve options. Initially, the Exchange only listed serial Green and quarterly Blue mid-curve options for trading on December 20, 2010.

      For the full Special Executive Report, please click here (PDF).

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