Effective at close of business today, November 2, 2005, the Chicago Board of Trade will temporarily terminate trading authorization for all deferred month contracts in CBOT® 5-Year U.S. Treasury Note futures and options in which there is no open interest.
The CBOT takes this action pending the Exchange’s review of its 5-Year U.S. Treasury Note futures contract specifications, pursuant to changes in the schedule of auctions announced this morning by the U.S. Treasury Department at its November 2005 Quarterly Refunding press briefing.
Inquiries should be addressed to the Business Development Department: Gene Mueller, 312-435-4681, gmueller@cbot.com; Daniel Grombacher, 312-435-3787, dgrombacher@cbot.com; or Frederick Sturm, 312-347-5235, fsturm@cbot.com.
For more information on CBOT U.S. Treasury futures, please visit the CBOT’s website at www.cbot.com.