• New Name and Ticker Symbol for "Gold" Mid-Curve Eurodollar Options

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5951
      • Notice Date
      • 22 September 2011
      • Effective Date
      • 06 November 2011
    • 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).