Client Management Advisory Notice

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Subject Eurodollar Mid-curve options E0 (zero), and E2 option strikes - Effective Friday, February 15, 2002.
Effective Date 02/13/02
Notice Number NP#0149
For RTH trading only, effective Friday, February 15th, the Eurodollar Mid-curve options E0 (zero), and E2 strike listing range will be expanded from 175 points up and down to 250 points up and down.