• European-Style Weekly Options on the Australian Dollar/U.S. Dollar (AUD/USD), Canadian Dollar/U.S. Dollar (CAD/USD), British Pound Sterling/U.S. Dollar (GBP/USD), Euro/U.S. Dollar (EUR/USD), Japanese Yen/U.S. Dollar (JPY/USD), and Swiss Franc/U.S. Dollar (CHF/USD) Futures Contracts Available for Submission for Clearing on CME ClearPort

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7132
      • Notice Date
      • 14 July 2014
      • Effective Date
      • 07 September 2014
    • 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