CBOT WI 2-Year U.S. Treasury Note June 2004 Settlement

The CBOT^® WI 2-Year U.S. Treasury Note futures contract for August 2004 will be cash settled today at a final settlement price of 97-5050, based upon today’s auction results of the 2-year U.S. Treasury note, which was awarded at a high yield of 2.495 percent. Please refer to the attached spreadsheet for more information regarding the calculation of this settlement.

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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CBOT WI 2-Year Treasury Note Settlement