...
- CBOT
- OZQ - Fed Fund Options
- ZQ6 - Fed Fund 1-Year Midcurve
- ZQ1 - Fed Fund 2-Year Midcurve
- OZT - 2YR Treasury Note Options
- (WT1-WT5) - Weekly Wednesday Options on 2-Year Treasury Note Futures
- (ZT1 – ZT5) - 2YR Treasury Note Weekly Options
- OZF - 5YR Treasury Note Options
- (ZF1 – ZF5) - 5YR Treasury Note Weekly Options
| Info |
|---|
The 2-Year T-Note options (OZT) strike prices are truncated in both tag 55-Symbol and tag 202-StrikePrice. Therefore, for OZT, apply the following rule to determine the strike price:
|
...
| Info |
|---|
CME Group strongly encourages clients to use tag 202-StrikePrice to determine the full strike price. |
...