A subset of options on interest rate and treasury futures have truncated strike prices in tag 55-Symbol of the market data Security Definition message:
CME
GE - Eurodollar Options
GE0 - Eurodollar 1-Year MidCurve Options
(E01 – E05) - Eurodollar Weekly 1-YR Options
GE2 - Eurodollar 2-Year Midcurve Options
(E21 – E25) - Eurodollar Weekly 2-Yr Options
GE3 - Eurodollar 3-Year Midcurve Options
(E31 – E35) - Eurodollar Weekly 3-Yr Options
GE4 - Eurodollar 4-Year Midcurve Options
GE5 - Eurodollar 5-Year Midcurve Options
OL - 1 Month Eurodollar Options
EJ - Euroyen Options
- CBOT
- OZQ - Fed Fund Options
- ZQ6 - Fed Fund 1-Year Midcurve
- ZQ1 - Fed Fund 2-Year Midcurve
- OZT - 2YR Treasury Note Options
- (WT1-WT5) - Weekly Wednesday Options on 2-Year Treasury Note Futures
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