• 2-Year Treasury Notes Options Strike Changes - Effective October 3, 2010

      • To
      • Market Data Distributors
      • From
      • Market Data Notices
      • #
      • Q2010-184
      • Notice Date
      • 02 September 2010
      • Effective Date
      • 03 October 2010
    • Effective October 3, 2010 (trade date Monday, October 4) the strike listing rules for the 2-Year U.S. Treasury Note options will be expanded for all listed maturities.

      With this change, all maturities of the 2-Year U.S. Treasury Note options will list at-the-money (ATM) ± 15 strikes. Currently, ATM ±10 strikes are listed for all maturities.

      These changes in options listings will be available for customer testing in New Release Monday, September 20, 2010