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CBOT January 5 Bund, Bobl, And Schatz Conversion Factors

Date 31/01/2005

The attached conversion factor table for CBOT Bund, Bobl, and Schatz futures indicates securities that, as of 27 January 2005, will be included in reference baskets for March 2005 and June 2005 expiries.

The information in this document, although taken from sources believed to be reliable, does not constitute investment advice and is not guaranteed by the Chicago Board of Trade as to its accuracy or completeness, nor any trading result, and is intended for purposes of information and education only. The Rules and Regulations of the Chicago Board of Trade should be consulted as the authoritative source of all current contract specifications and regulations.

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