On Wednesday March 21, 2012 CME (“Exchange”) will replace Treasury Matched Mid-Curve (“TOMMI”) options on Eurodollar futures (E0T in Open Outcry; TE0 on Globex) with Weekly Mid-Curve options on Eurodollar futures (1K, 2K, 3K, 4K, and 5K in Open Outcry; E01, E02, E03, E04, and E05 on Globex). Specifically --
- All April 2012 TOMMi option series (for termination of trade and expiration on March 23, 2012) will remain listed for trading through expiration.
- May 2012 TOMMi option series (for termination of trade and expiration on April 20, 2012) will not be listed for trading.
- TOMMi option series for months thereafter will not be listed for trading.
For the full Special Executive Report, please click here (PDF).