Change to a Dormant Listing Cycle for On-The-Run (OTR) Treasury Futures

The Chicago Board of Trade (the “exchange”) will discontinue listings of new OTR Treasury futures contract expiration months and associated inter-commodity spreads (ICS). The final contract months to be regularly listed for trading will be 2-Year and 5-Year OTR Treasury futures for April 2012 expiration, and 10-Year OTR Treasury futures for May 2012 expiration. Listings of all associated inter-commodity spreads (ICS) will also be discontinued.

The exchange retains the ability to list OTR Treasury futures contract months on short notice, upon request. Any market participant wishing to trade a particular OTR contract month beyond those listed below should contact the exchange...

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For the full Special Executive Report, please click here (PDF).