Minimum Tick Increase for 30-Year U.S. Treasury Bond Futures - Effective Sunday, August 30, 2009

Effective Sunday, August 30, 2009 (trade date Monday August, 31), the minimum trading tick for 30-Year U.S. Treasury Bond outright futures will be increased from the current ½ of 1/32^nd  to full 1/32^nd (from $15.625 to $31.25).

Additional Information

·          The ITC fractional indicator will be modified from U to T

·          The new tick increment is currently available for quote vendor testing in New Release

·          ITC Ticker testing will be held on August 14, 2009 and August 28, 2009 at approximately 5:00 p.m. Central Time.

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