SER-6175 - CME Group

Change to a Dormant Listing Cycle for On-The-Run (OTR) Treasury Futures
- - #
  - SER-6175
- - Notice Date
  - 27 March 2012
- 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...
  
  …
  
  For the full Special Executive Report, please click here (PDF).

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