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Thu, 03 Nov 2005
Change in FVM starting in June.
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.
Posted 06:18

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