Effective Tuesday, February 1, 2011, CME Group ("Exchange") will lower the minimum block trade threshold for Chicago Board of Trade ("CBOT") Long-Term U.S. Treasury Bond futures ("Ultra T-Bond") during Regular Trading Hours ("RTH") from 3,000 contracts to 2,000 contracts. No changes are being made to the minimum block trade thresholds applicable during European Trading Hours ("ETH") and Asian Trading Hours ("ATH").
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.