#39341
TO:
ALL CLEARING MEMBERS
DATE:
JULY 15, 2016
SUBJECT:
EXPIRATION PRICES
EQUITY OPTIONS
TRADING HALTS - REMOVAL FROM EX BY EX (See OCC Information Memo #39294)
ACCELERATION OF EXPIRATIONS/JULY, 2016 EXPIRATION (See OCC
Information Memo #39312)
TRADING HALT/REMOVAL FROM EX-BY-EX PROCESSING/EXPIRATION PRICING
CONSIDERATIONS (See OCC Information Memo #39340)
USEG1 OPTIONS - EXPIRATION PRICING CONSIDERATION (See OCC
Information Memo #39317)
CVO1 OPTIONS - EXPIRATION PRICING CONSIDERATION (See OCC
Information Memo #39318)
NLY1 OPTIONS - EXPIRATION PRICING CONSIDERATION (See OCC
Information Memo #39319)
INFO1 OPTIONS - EXPIRATION PRICING CONSIDERATION (See OCC
Information Memo #39320)
WNR1 OPTIONS - EXPIRATION PRICING CONSIDERATION (See OCC
Information Memo #39321)
CBOE BINARY OPTIONS
The following are expiring CBOE Binary Options which will be automatically exercised if they are at-the-money (calls)
or in-the-money by $.01 based on the settlement price determined by the CBOE. All exercised/assigned Binary options
will settle for $100 per contract.
OPTION
SYMBOL
STOCK
SYMBOL
NAME
SETTLEMENT
SYMBOL
UNDERLYING
VALUE
BSZ
SPX
S&P 500 Index
SET
2,172.54
CASH SETTLEMENT PRICES
The following are underlying settlement prices which have been determined by the Reporting Authority for index or other
cash settling options, furnished to OCC by OCC’s Participant Exchanges for the purpose of expiration Ex-by-Ex processing.
These prices are for contracts expiring on Friday, July 15, 2016.
In the following list the expiring option symbols are on the left. The “settlement value symbol” is that symbol that can
be used to retrieve the settlement price from price vendors. In many cases, for example, “settle-on-open” index options,
such symbols are different from the option symbols themselves.
OPTION
SYMBOL
NAME
SETTLEMENT
SYMBOL
UNDERLYING
VALUE
RLS
1,208.82
DJS
EFS
FZS
MXS
NDS
OEX
RIR
RLR
RLS
RVS
SET
SPXPM
UKS
XEO
XMS
XSP
185.82
867.84
154.98
1,650.14
4,616.72
955.92
1,202.19
1,043.38
1,208.82
1,044.10
EEW
EIU
EUY
71.32
131.95
75.86
C2 Options Exchange, Inc.
RUT
RUSSELL 2000 OPEN/EURO INDEX
CHICAGO BOARD OPTIONS EXCHANGE
INC.
DJX
MXEF
FXTM
MXEA
NDX
OEX
RUI
RLG
RUT
RLV
SPX
SPXPM
UKXM
XEO
MNX
XSP
CBOE DOW JONES INDUSTRIAL
MSCI Emerging Markets Index
CBOE FTSE China 50
MSCI EAFE Index Options
NASDAQ 100 INDEX EURO/OPEN
CBOE S&P 100 CLOSE/AMER INDEX
CBOE Russell 1000 Index Options
CBOE Russell 1000 Growth Index Options
RUSSELL 2000 OPEN/EURO INDEX
CBOE Russell 1000 Value Index Options
CBOE S&P 500 OPEN/EURO INDEX
CBOE SPXpm Index Options
CBOE FTSE 100 Mini Index Options
CBOE S&P 100 CLOSE/EURO INDEX
MINI-NDX INDEX
CBOE MINI S&P 500 (PM SETTLED)
2,172.54
2,161.74
663.53
955.92
461.67
216.17
INTERNATIONAL SECURITIES EXCHANGE
NDO
GBP
AUM
ISE FX Spot NZDUSD
ISE FX Spot GBPUSD
ISE FX Spot AUDUSD
EUU
EUI
BPX
CDD
YUK
AUX
SFC
PZO
NZD
SKA
NDX
MNX
BRB
ISE FX Spot EURUSD
ISE FX Euro
ISE FX British Pound
ISE FX Canadian Dollar
ISE FX Yen
ISE FX Australian Dollar
ISE FX Swiss Franc
ISE FX Mexican Peso
ISE FX New Zealand Dollar
ISE FX Swedish Krona
NASDAQ 100 INDEX EURO/OPEN
MINI-NDX INDEX
ISE FX Brazilian Real
EYW
HAX
HAZ
HFD
HFO
HSV
HUL
HWA
HWN
HWR
NDS
XMS
ZJC
110.58
90.43
75.79
129.78
105.64
131.82
98.34
185.21
140.21
85.49
4,616.72
461.67
327.30
NDS
XMS
4,616.72
461.67
AJW
BFW
BKO
CBW
EPW
HGD
JQL
JYW
NDS
OSV
SFW
SX
UTY
XAG
XMS
75.86
131.91
67.88
77.06
110.58
249.16
71.32
94.64
4,616.72
172.22
101.67
725.51
659.15
107.73
461.67
BKO
NDS
XMS
67.88
4,616.72
461.67
BKO
NDS
XMS
67.88
4,616.72
461.67
ISE Gemini
NDX
MNX
NASDAQ 100 INDEX EURO/OPEN
MINI-NDX INDEX
NASDAQ OMX PHLX
XDA
XDB
BKX
XDC
XDE
HGX
XDZ
XDN
NDX
OSX
XDS
SOX
UTY
XAU
MNX
PHLX U.S. Dollar-Settled Australian FCO
PHLX U.S. Dollar-Settled British Pound FCO
KBW BANK OPEN/EURO INDEX
PHLX U.S. Dollar-Settled Canadian FCO
PHLX U.S. Dollar-Settled Euro FCO
PHLX HOUSING SECT
NASDAQ PHLX U.S. Dollar-Settled New
PHLX U.S. Dollar-Settled Japanese Yen FCO
NASDAQ 100 INDEX EURO/OPEN
PHLX Oil Service Sector AM/Euro
PHLX U.S. Dollar-Settled Swiss Franc FCO
PHLX Semiconductor Sector
PHLX UTILITY INDEX OPTION
PHLX GOLD/SILVER CLOSE/AMER
MINI-NDX INDEX
NYSE AMEX Options
BKX
NDX
MNX
KBW BANK OPEN/EURO INDEX
NASDAQ 100 INDEX EURO/OPEN
MINI-NDX INDEX
NYSE ARCA Options
BKX
NDX
MNX
KBW BANK OPEN/EURO INDEX
NASDAQ 100 INDEX EURO/OPEN
MINI-NDX INDEX
NOTE: Dual index option symbols are highlighted in BOLD.
THIS MEMO IS PUBLISHED AS AN ADVISORY SERVICE FOR MEMBERS. CLEARING MEMBERS ARE
REMINDED OF THEIR OBLIGATION TO REVIEW THE PRELIMINARY AND FINAL EXERCISE REPORTS
AGAINST THEIR POSTIONS AND VERIFY THE ACCURACY OF ALL THE DATA CONTAINED IN SUCH
REPORTS.
CLEARING MEMBERS ARE REQUESTED TO IMMEDIATELY ADVISE ALL BRANCH OFFICES AND
CORRESPONDENTS ON THE ABOVE.
For questions regarding this memo, call Investor Services at 1-888-678-4667 or email
[email protected]. Clearing Members may contact Member Services at 1-800-544-6091 or,
within Canada, at 1-800-424-7320, or email [email protected].