Effective Sunday, March 6, 2016, for first trade date of Monday, March 7, 2016, The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) shall list for trading additional strike price intervals for (i) all Weekly Options and (ii) the nearest expiring Serial or Quarterly Options on certain Treasury Futures as set forth in Exhibit 1 below. At any given time, the Exchange shall ensure that the additional strike prices will be listed in a range of three price points above and three price points below the at-the-money exercise price level.
Please refer questions on this subject to:
Ted Carey firstname.lastname@example.org 312 930 8554
Jonathan Kronstein email@example.com 312 930 3472
Jeremy Lao firstname.lastname@example.org 212 299 2165
David Reif email@example.com 312 648 3839
Please click here for complete SER-7578.