CBOT January 25, 2006 U.S. Treasury Conversion Factors

The attached conversion factor tables for CBOT U.S. Treasury Bond and Note futures have been revised to include conversion factors for the following government security that was auctioned on January 25 by the U.S. Treasury Department:

1.) 4-3/8s of January 2008 (i.e., a new 2-year note).

This security will be eligible for delivery into the CBOT 2-Year U.S. Treasury Note futures contract for the March 2006 expiry only.