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    • CME

      • SR3 - Three-Month SOFR Futures / Options on Three-Month SOFR Futures
      • S0 - One-Year Mid-Curve Options on Three-Month SOFR Futures
      • S2 - Two-Year Mid-Curve Options on Three-Month SOFR Futures
      • SR1 - One-Month SOFR Futures
      • S3 - Three-Year Mid-Curve Options on Three-Month SOFR Futures
      • EJ - Euroyen Options

      • BTC - Bitcoin options
    • 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
Noteinfo

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: 

  • If strike ends in "2" or "7", postpend "5" 

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