• Amendments to Strike Price Listing Schedules for Weekly Friday and Weekly Wednesday Options on Certain Treasury Interest Rate Futures Contracts

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-8307
      • Notice Date
      • 03 January 2019
      • Effective Date
      • 13 January 2019
    • Effective Sunday, January 13, 2019, for trade date Monday, January 14, 2019 The Board of Trade of the City of Chicago, Inc. (“CBOT”) will amend the strike price listing schedules of Weekly (Friday) and Wednesday Weekly Options on Long-Term (“Ultra”) U.S. Treasury Bond Futures (“UBO”), U.S. Treasury Bond Futures (“ZBO”), 10-Year U.S. Treasury Note Futures (“TNO”), Long-Term U.S. Treasury Note Futures (“ZNO”), Medium-Term U.S. Treasury Note Futures (“ZFO”), and Short-Term U.S. Treasury Note Futures (“ZTO”) (collectively, “Option Contracts”).  All other standard Serial and Quarterly options on the Option Contracts shall remain unchanged.

      Please refer questions regarding Treasury options to:

      John Wiesner             john.wiesner@cmegroup.com          312 930 3066

      David Reif                  david.reif@cmegroup.com                312 648 3839  

      Frederick Sturm         frederick.sturm@cmegroup.com       312 930 1282

      Please click here for PDF of SER-8307.