• Strike Price Increment Changes for Treasury Note Options Effective Sunday, December 4, 2011 for trade date Monday, December 5, 2011

      • To
      • Clearing Members
      • From
      • CME Clearing
      • #
      • 11-417
      • Notice Date
      • 15 November 2011
      • Effective Date
      • 04 December 2011

    • The Federal Open Market Committee recently announced its intention to keep the target range for the overnight federal funds rate between zero and one-quarter of one percent through mid-2013.  Due to customer demand, the strike increments will change on CBOT 2-Year and 5-Year Treasury Note Options to offer greater flexibility. This change will be implemented on Sunday, December 4, 2011 for Trade date, December 5, 2011.

       

       

       

       

      11-417

       

       

      For the full text of the advisory, click here

       

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