Tick Changes for U.S. Treasury Products Coming March 3, 2008

Clearing House Advisory Notices

To	Back Office Managers; Software Providers
From	CME Clearing
Subject	Tick Changes for U.S. Treasury Products Coming March 3, 2008
Notice Date	2008-02-19
Notice Number	08-26
Effective Date	2008-03-02
Beginning trade date March 3, 2008 CME Group will reduce the minimum tick size for three of its most actively traded U.S. Treasury products. The following products will have new minimum tick values for outrights, starting on Sunday night, March 2, 2008 for trade date March 3, 2008: 30-Year U.S. Treasury Bond Futures (Clearing Code 17) from 1/32 ^nd to ½ of 1/32 ^nd (from $31.25 to $15.625), 5-Year U.S. Treasury Note Futures (Clearing Code 25) from ½ of 1/32 ^nd to ¼ of 1/32 ^nd (from $15.625 to $7.8125), and 5-Year U.S. Treasury Note Options, including Flexible Options (Clearing Codes 25, 57, and 60) from 1/64 ^th to ½ of 1/64 ^th (from $15.625 to $7.8125). For the full text of this advisory...