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Position Limits in Treasury Futures for December 2006 Contracts

The position limits for each contract and their effective dates are detailed in the table below:

December 2006 Contract | ### Position Limit During Last Ten Trading Days | ### Effective Date (by close of business on)
Treasury Bonds | 25,000 contracts | December 5, 2006
Ten-Year Treasury Notes | 50,000 contracts | December 5, 2006
Five-Year Treasury Notes | 35,000 contracts | December 14, 2006
Two-Year Treasury Notes | 25,000 contracts | December 14, 2006

In determining compliance with these limits, all positions in accounts for which the person, by power of attorney or otherwise, directly or indirectly controls trading shall be aggregated. A 10% or more financial ownership interest in an account constitutes control; consequently, separate accounts owned by the same legal entity are aggregated, irrespective of whether the accounts have independent account controllers. These limits also apply to positions held by two or more persons acting pursuant to an express or implied understanding.

Please note that effective with the March 2007 expiration schedule, the position limits during the last ten trading days of the Ten-Year Treasury Note futures and Five-Year Treasury Note futures contracts will change as detailed in a CBOT Notice dated July 19, 2006. Furthermore, the revised aggregation standards for Treasury Futures position limits that begin with the March 2007 expiration schedule are also detailed in the July 19, 2006 Notice which can be accessed at http://www.cbot.com./73604.pdf.

Questions regarding the Treasury position limits or the manner by which accounts are aggregated for position limit purposes should be directed to Joe Hawrysz, Managing Director of the Office of Investigations and Audits, at (312) 341-7750 or at jhawrysz@cbot.com.

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