On Sunday, November 6, 2011 (for trade date Monday, November 7, 2011), the Exchange will rename the Fifth-Year ("Gold") Mid-Curve option (E5, GE5) as the Four-Year ("Gold") Mid-Curve option, in order to make it consistent with the naming conventions for other MidCurve options. The Four-Year ("Gold") Mid-Curve option will still reference the quarterly Eurodollar futures contract month that expires four years after the option expires. For example, the December 2011 Four-Year ("Gold") Mid-Curve option will reference the December 2015 Eurodollar futures.
For the full Special Executive Report, please click here (PDF).