• CME AMENDED STRIKE PRICE RULES FOR OPTIONS ON SWISS FRANC FUTURES, EFFECTIVE IMMEDIATELY

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5628
      • Notice Date
      • 14 February 2011
      • Effective Date
      • 14 February 2011
    • CME amended CME Rule 254A02 – LISTING OF EXERCISE PRICES to list put and call options on the Swiss franc futures contracts at the next 24 higher and next 24 lower regular exercise prices based on the previous day’s settlement price. This rule amendment brings the CME Rulebook in line with current CME operational procedures.

      For the full Special Executive Report, please click here (PDF).