SER-5251 - CME Group

CME Group to Modify Contract Grade of CBOT U.S. Treasury Bond ("T-Bond") Futures Beginning with March 2011 Contract Expiration
- - To
  - Members, Member Firms and Market Users
- - From
  - Market Regulation Department
- - #
  - SER-5251
- - Notice Date
  - 27 May 2010
- - Effective Date
  - 27 May 2010
- CME Group (or "Exchange") will modify the delivery grade of the CBOT U.S. Treasury Bond ("TBond") futures contract beginning with the March 2011 delivery month that will be listed for trading on Tuesday, June 22. Specifically, the Exchange will change the contract grade of TBond futures to include only those Treasury bonds with remaining terms to maturity of at least 15 years, but less than 25 years, from the first day of a T-Bond contract's named month of expiration (see Attachment 1).
  
  For the full Special Executive Report, please click here (PDF).

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