Effective on Friday, February 12, 2016 The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) will implement non substantive amendments to Rule 26101. (“Contract Specifications“) of the 10-Year U.S. Treasury Note Futures contract (Ultra 10-Year Treasury Note) (“the Contract”) (CBOT Rulebook Chapter: 26; CME Globex/CME ClearPort Code: TN). More specifically, the Exchange is clarifying the description of deliverable grade eligibility of the Contract such that the remaining term to maturity is rounded down to the nearest quarter only for the purposes of calculating the appropriate conversion factor. The rule amendments are provided in Appendix A attached. No other amendments are being made to the Contract.
Please refer questions on this subject to:
Nick Johnson firstname.lastname@example.org 312.338.2407
Jonathan Kronstein email@example.com 312.930.3472
Agha Mirza firstname.lastname@example.org 212.299.2833
Frederick Sturm email@example.com 312.930.1282
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