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Recent Notices
Approved Application for Oat Regularity
Application for Regularity in Ethanol
Approved Application for Ethanol regularity
5 Yr Note
Revised U.S. Treasury Conversion Factors – March 26-27, 2008
Early Trade Checking Call--Financials
Early Trade Checking Call--Financials
Reminder - Revised Expiration Schedule-Medium Term (5 Year) T-Note Futures

As previously announced, the Board of Directors has approved regulation amendments which change the expiration schedule for CBOT® Medium Term (5 Year) Treasury Note futures as follows, effective for contract months from June 2006 forward:

Last Trading Day shall be the last business day of the expiring contract’s named expiration month.

Last Intention Day for delivery shall be the business day following Last Trading Day.

Last Delivery Day shall be the third business day following Last Trading Day.

This action follows an Exchange review of its Medium Term Treasury Note contract that was prompted by the U.S. Treasury Department’s announcement of a change in its 5-Year note auction schedule. (i.e., beginning in February 2006, these auctions are being held at month end rather than mid-month.) Under the revised CBOT regulations, newly issued (end-of-month) 5 Year Treasury notes will continue to be deliverable into expiring CBOT Medium Term Treasury Note futures contracts.

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.

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