Effective Sunday, September 7, 2014 for trade date Monday, September 8, 2014, and pending all CFTC regulatory review periods, the Chicago Mercantile Exchange Inc. (CME or Exchange) will make available for submission for clearing through CME ClearPort European-style weekly options on six (6) major foreign exchange (FX) futures contracts as listed below. These options contracts are currently listed for trading on the CME trading floor and CME Globex.
· Options on Australian Dollar/U.S. Dollar (AUD/USD) futures, European, weekly:
CME Globex Electronic Markets: XA1-XA5; Open Outcry: AD1 - AD5; AON Code: AAD
(Rulebook Chapter 255A)
· Options on Canadian Dollar/U.S. Dollar (CAD/USD) futures, European, weekly:
CME Globex Electronic Markets: XD1-XD5; Open Outcry: 1D - 5D; AON Code: 0K
(Rulebook Chapter 252A)
· Options on British Pound Sterling/U.S. Dollar (GBP/USD) futures, European, weekly:
CME Globex Electronic Markets: XB1-XB5; Open Outcry: 1P-5P; AON Code: 0P
(Rulebook Chapter 251A)
· Options on Euro/U.S. Dollar (EUR/USD) futures, European, weekly:
CME Globex Electronic Markets: 1Q-5Q; Open Outcry: 1T-5T; AON Code: 0T
(Rulebook Chapter 261A)
· Options on Japanese Yen/U.S. Dollar (JPY/USD) futures, European, weekly:
CME Globex Electronic Markets: 1O-5O; Open Outcry: 1Y-5Y; AON Code: 0J
(Rulebook Chapter 253A)
· Options on Swiss Franc/U.S. Dollar (CHF/USD) futures, European, weekly:
CME Globex Electronic Markets: XS1-XS5; Open Outcry: 1W-5W; AON Code: 0G
(Rulebook Chapter 254A)
The CME processing fee schedule for these options will be as follows:
CME Processing Fees |
|
Block Trade Surcharge |
$1.00 |
Facilitation Fee |
$0.20 |
Please direct questions regarding this notice to:
Asia
Malcolm Baker +65 6593 5573 Malcolm.Baker@cmegroup.com
Europe
Will Patrick +44 20 3379 3721 Will.Patrick@cmegroup.com
Nigel Manthorp +44 20 3379 3863 Nigel.Manthorp@cmegroup.com
U.S.
Craig LeVeille +1 312 454 5301 Craig.LeVeille@cmegroup.com
Simon Burnham +1 312 930 3426 Simon.Burnham@cmegroup.com
Sean Hayden +1 312 338 2849 Sean.Hayden@cmegroup.com
Kevin McMillin +1 312 930 8264 Kevin.McMillin@cmegroup.com