This is interesting and may have to do with problems during the June Delivery process CBOT Limits Positions: The Chicago Board of Trade imposed position limits on the treasury futures that will be in effect for the last 10- days of trade starting with the Dec 2005 contract. Limits are: 30-yrs 25K, 10-yrs 50K, 5- yrs 35K, and 2-yrs 25K. There will be no exemptions. So positions on the Dec contract will be limited beginning on the close Dec 6 and will hold through Dec 20 through the Dec 20 expiration.