New Expiration Time for CBOT Interest Rate Option Products – Effective Sunday, August 9, 2009

Effective Sunday, August 9, 2009 (trade date Monday, August, 10), closing times of expiring CBOT Interest Rate Options on their “Last Day of Trading” will change from 2:00 p.m. CST to 4:00 p.m. CST. These option products include the following:

·          Options on 2 Yr Treasury Note futures

·          Options on 5 Yr Treasury Note futures

·          Options on 10 Yr Treasury Note futures

·          Options on 30 Yr Treasury Bond futures

·          Options on 30 Day Fed Fund futures

·          Options on 5 Yr Interest Rate Swap futures (Serials only)

·          Options on 7 Yr Interest Rate Swap futures (Serials only)

·          Options on 10 Yr Interest Rate Swap futures (Serials only)

·          Options on 30 Yr Interest Rate Swap futures (Serials only)

Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.