Chadv1082 - CME Group

Clarification of Last Delivery Day for March 2010 2-Year, 3-Year & 5-Year U.S. Treasury Note Futures

- To
- Clearing Member Firms; Back Office Managers
- From
- CME Clearing
- #
- 10-82
- Notice Date
- 23 February 2010
- Effective Date
- 23 February 2010

CME Group wishes to remind clearing member firms that CBOT 2-Year, 3-Year, and 5-Year U.S. Treasury Note futures will be open for trading during an abbreviated session on Friday, April 2, 2010, and that Friday, April 2, 2010, also will be an eligible delivery day for March 2010 expiries in these contracts.

Therefore, in accord with CBOT rules 2104, 3904, and 2004, respectively, Last Intention Day for March 2010 deliveries in these contracts will be Thursday, April 1, Last Notice Day will be Friday, April 2, and Last Delivery Day will be Monday, April 5, 2010.

*Products*	*First Position* *(Optional¹)*	*First Intent*	*First Delivery*	*Last Trade*	*Last Intent*	*Last Delivery*
*2-Year Note*	Feb 25 (Feb 23)	Feb 25	Mar 1	Mar 31	April 1	April 5
*3-Year Note*	Feb 25 (Feb 23)	Feb 25	Mar 1	Mar 31	April 1	April 5
*5-Year Note*	Feb 25 (Feb 23)	Feb 25	Mar 1	Mar 31	April 1	April 5

¹Clearing member firms may begin submitting and monitoring their holdings (long dates) prior to the “mandatory” first holding date.

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