CME Globex Notices: August 20, 2018

 

COMEX ON CME GLOBEX Thursdays, New York time, with the start of trading on CME Globex. Open outcry metals trading opens the following morning at AM on the COMEX floor and electronic trading continues, running alongside open outcry. When open outcry metals trading finally closes.

Buy Call Sell two Calls at higher strike with same product and expiry month. Buy Call Sell Put at same or lower strike within same contract and expiration month. The Eris Swap futures will function similarly and trade alongside the MAC Swap Futures , bringing together the two leading interest rate swap futures on a single exchange venue. Tag Asset can be found in the MDP 3. Please view the rollout schedule.

New Functionality

CME Globex Recognized Spreads Tip: The following table describes the sequence used to construct CME Globex Recognized Spreads. The exchange may .

The difference between the strike prices must be the same for all legs. All legs must be for the same product and expiry month. The strikes do not need to be consecutive and the gaps between them do not need to be equal. The strike price in the far month does not need to equal the strike price in the near month. Buy Call Sell Put at same or lower strike within same contract and expiration month.

Buy Call and Put within the same product and strike for four consecutive quarterly expiry months. The time difference between the expiry months must be the same for all legs.

Buy Call within the same product and strike for four consecutive quarterly expiry months. Buy Put within the same product and strike for four consecutive quarterly expiry months. Straddle versus Call 3-Way: Straddle versus Put Call 3-Way: Strike prices must be the same for each leg. This website uses cookies for analytics and functionality purposes. You may change your cookie settings using your browser settings.

To find out more about our use of cookies, click here. To view our privacy policy, click here. If you continue browsing our website, we will assume that you are ok with our practices. Buy Call Sell two Calls at higher strike with same product and expiry month. Buy Put Sell two Puts at lower strike with same product and expiry month. Buy Call Sell three Calls at higher strike with same product and expiry month. Please review an overview of changes. Implied options functionality is designed to provide the best possible price discovery by providing liquidity across markets.

Implied eligible instruments are identified in the MDP 3. Implied functionality for all eligible options markets is currently enabled in New Release for customer testing.

These spreads will be made available for customer testing in New Release on Monday, August These futures will be available for customer testing in New Release on Monday, August This option will be available for customer testing in New Release on Monday, August The fixing price will be calculated Monday through Friday from 2: Fixing Price data blocks are sent in the MDP 3.

This change will be available in New Release for customer testing on Monday, August These changes will be available for customer testing in New Release on Monday, August The Eris Swap futures will function similarly and trade alongside the MAC Swap Futures , bringing together the two leading interest rate swap futures on a single exchange venue. These futures will be made available in New Release for customer testing on Monday, October 1.

Tag Asset can be found in the MDP 3. Calendar Spread Options CSO are options on the price relationship between the contract months of the spread, rather than on the underlying asset itself. These futures will be available in New Release for customer testing on Monday, August Effective with the listing of the September quarterly options, these CME FX options will reflect the following changes:.

These changes will be in effect for all option instruments that expire after Sunday, June 9, Currently listed instruments, and any instruments that expire before June 9, , will continue to use the 2: This change will be available for customer testing in New Release on Monday, August Global Account Management U. CME Group is the world's leading and most diverse derivatives marketplace. Toll Free US Only: