Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Group Announces Increase In Minimum Tick Size For 30-Year U.S. Treasury Bond Futures

Date 01/07/2009

CME Group, the world's largest and most diverse derivatives exchange, today announced plans to increase the minimum trading increment for U.S. Treasury Bond futures to 1/32nd from the current setting of 1/2 of 1/32nd, effective August 30. The change will be applied to all expiration months. The minimum trading increments for futures intermonth and intercommodity spreads as well as options will be unchanged. This contract is listed with, and subject to, the rules and regulations of CBOT.

"There is a renewed focus on the 30-Year contract due to the recent uptick in issuance in the long end of the Treasury curve," said Robin Ross, CME Group Managing Director of Interest Rate Products. "Customer feedback indicates that increasing the tick size will broaden participation from active traders who provide much needed liquidity to this important sector of the Treasury market."

For more information about the tick size change, please visit: www.cmegroup.com/ir.