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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 |
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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:
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