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A subset of options on futures have truncated strike prices in tag 55-Symbol of the market data Security Definition message.

CME Group strongly encourages clients to use tag 202-StrikePrice to determine the strike price. However, the strike price in tag 202 for options on 2-Year T-Note futures is also truncated. For these products only, client systems using tag 202-StrikePrice must determine the full strike price . by postpending "5" when the value in tag 202 ends in the numbers "2" or "7".

• Options on 2-Year T-Note futures

  • OZT - Options on 2-Year T-Note Futures

  • VT1-VT5 - Weekly Monday Options on 2-Year T-Note Futures

  • WT1-WT5 - Weekly Wednesday Options on 2-Year T-Note Futures

  • ZT1 – ZT5 - Weekly Options on 2-Year T-Note Futures

The following options on futures have truncated strike prices in tag 55-Symbol of the market data Security Definition message.

• CME

  • SR3 - 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 - Options on One-Month SOFR Futures

  • S3 - Three-Year Mid-Curve Options on Three-Month SOFR Futures

  • EJ - Options on Euroyen Futures

  • BTC - Options on Bitcoin Futures

• CBOT

  • OZQ - Options on 30 Day Federal Funds Futures

  • ZQ6 - One-Year Mid-Curve

    options on

    options on 30 Day Federal Funds Futures

  • ZQ1 - Two-Year Mid-Curve

    options on

    options on 30 Day Federal Funds Futures

  • OZT - Options on 2-Year T-Note Futures

    Please note: the strike price for OZT options is also truncated in tag 202-StrikePrice. Clients must determine the full strike price by postpending "5" when the published price ends in the numbers "2" or "7"

  • VT1-VT5 - Weekly Monday Options on 2-Year T-Note Futures

  • WT1-WT5 - Weekly Wednesday Options on 2-Year T-Note Futures

  • (

    ZT1 – ZT5

    )

    - Weekly

    options

    Options on 2-Year T-Note Futures

  • OZF - Options on 5-Year T-Note Futures

  • (

    ZF1 – ZF5

    )

    - Weekly options on 5-Year T-Note Futures

If using tag 55-Symbol to determine the strike price, the following rules apply:

• CME products:

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

• CBOT products

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

  • If strike ends in "1" or "6", postpend "25"

  • If strike ends in "3" or "8", postpend "75"