Date:                                          July 31, 2006

Recipients:                                Members and Independent Software Vendors

Authorized by:                           Jeffrey S. Hersh

Title:                                          Upcoming Changes to SLEDS Leg-Price Assignments for CBOT                                                    Treasury Products

Action Date:                              August 14, 2006

Document Recommended for: All Departments

Related Bulletins:                     Bulletin #26/2006, Bulletin #12/2006

Attachment:                               n/a

SUMMARY:

CME Clearing House has released Advisory Notice #06-189 announcing an Upcoming Change to Simplify Leg-Price Assignment for CBOT^® Treasury Products.  Effective Monday, August 14^th, changes will be made to the way leg-prices are assigned SLEDS for CBOT Treasury Products.

A copy of the Advisory is available at http://www.cme.com/clearing/clr/clradv/19383.html.  For more information, please contact CME Clearing at 312-207-2525.

If you have any questions about this Bulletin, please contact your Key Account Manager.