CBOT - Expiration Procedures for Treasuries

Tools

Recent Notices

Open Outcry Trading of Treasury and Swap Futures - Treasury Futures Pit

Approved Application for Oat Regularity

Position Limits in Treasury Futures During Last Ten Trading Days

Interest Rate

August 2008 Fed Funds Futures Settle @ 98.004

Revised U.S. Treasury Conversion Factors – March 26-27, 2008

March 2008 Credit Default Swap Index Futures Expire at 413.16

Expiration Procedures for Treasuries

The attached notice provides information on the pilot program to modify the procedure for determining final settlement prices for expiring U.S. Treasury Bond and Note futures.