Effective October 3, 2010 (trade date Monday, October 4) the strike listing rules for the 2-Year U.S. Treasury Note options will be expanded for all listed maturities.
With this change, all maturities of the 2-Year U.S. Treasury Note options will list at-the-money (ATM) ± 15 strikes. Currently, ATM ±10 strikes are listed for all maturities.
These changes in options listings will be available for customer testing in New Release Monday, September 20, 2010
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