Following the announcement by the Treasury to move
the 5y note auction to an end
of the month cycle starting in February next year,
the CBOT will suspend the
listing of the June 2006 contract while its
reviews the situation. The most
likely change they will do in our estimation is to
change the last delivery day
of the 5y note future to the first week of the
following month. In other words,
copy what they did with the 2y note contract.