New CBT 30 Year Interest Rate Swap Futures Effective 3/19/07

Performance Bond (Margin) Advisory Notices

To	Clearing Member Firms, Chief Financial Officers, Back Office Managers & Margin Managers
From	Clearing House Department
Subject	New CBT 30 Year Interest Rate Swap Futures Effective 3/19/07
Notice Date	2007-03-16
Notice Number	07-68
Effective Date	2007-03-19
Chicago Mercantile Exchange Inc. and Chicago Board of Trade Performance Bond staff approved the performance bond requirements for the new CBOT 30-Year Interest Rate Swap Futures listed on the attached advisory. These margins will become effective with the launch of this product on Monday, March 19, 2007. For the full text of this advisory . . .