Clearing House Advisory Notices
To | Back Office Managers; Clearing Software Providers
From | Clearing House Department
Subject | CBOT 10-Year Treasury Note Option Strike Format to Change on June 25, 2007
Notice Date | 2007-06-13
Notice Number | 07-136
Effective Date | 2007-06-25
Starting Sunday, June 24, 2007 (trade date June 25, 2007), CBOT will list for trading half-point strikes in the 10-year Treasury Note Options. As such, the strike format for all 10-Year Treasury Note options will change to accommodate the extra level of precision. There are no changes to the 10-Year Flex Options. For the full text of this advisory...