CME Group Announces Changes to Strike Prices of Standard Options on 2-Year and 5-Year U.S. Treasury Note Futures

Effective trade date Monday, November 7, 2011, CME Group will make the following changes to the strike price increments and strike price bands of standard options on Chicago Board of Trade (“CBOT”) 2-Year and 5-Year U.S. Treasury Note futures. Please note that these standard options include quarterly, serial, and weekly options. These changes will go into effect beginning with the options on December 2011 futures and thereafter:

For the full Special Executive Report, please click here (PDF).