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U.S. Treasury Futures Delivery Cycle Calendar

Contract Month Product Name Product Code First Holding Date First Intention Date First Invoice Date First Delivery Date Last Trade Date Last Intention Date Last Invoice Date Last Delivery Date
June 
2010		 2 & 5 Yr Notes ZTe 
& ZFe		 May 25,
2010		 May 27,
2010		 May 28,
2010		 Jun 01,
2010		 Jun 30,
2010		 Jul 01,
2010		 Jul 02,
2010		 Jul 06,
2010
June 2010 10 Yr, 30 Yr & Ultra Bond Notes ZNe, ZBe 
& ZUe		 May 25,
2010		 May 27,
2010		 May 28,
2010		 Jun 01,
2010		 Jun 21,
2010		 Jun 28,
2010		 Jun 29,
2010		 Jun 30,
2010
Sep 2010 2 & 5 Yr Notes ZTe
& ZFe		 Aug 26,
2010		 Aug 30,
2010		 Aug 31,
2010		 Sep 01,
2010		 Sep 30,
2010		 Oct 01,
2010		 Oct 04,
2010		 Oct 05,
2010
Sep 2010 10 Yr, 30 Yr & Ultra Bond Notes ZNe, ZBe 
& ZUe		 Aug 26,
2010		 Aug 30,
2010		 Aug 31,
2010		 Sep 01,
2010		 Sep 21,
2010		 Sep 28,
2010		 Sep 29,
2010		 Sep 30,
2010
Dec 2010 2 & 5 Yr Notes ZTe 
& ZFe		 Nov 24,
2010		 Nov 29, 2010 Nov 30,
2010		 Dec 01,
2010		 Dec 31,
2010		 Jan 03,
2011		 Jan 04,
2011		 Jan 05,
2011
Dec 2010 10 Yr, 30 Yr & Ultra Bond Notes ZNe, ZBe 
& ZUe		 Nov 24,
2010		 Nov 29, 2010 Nov 30,
2010		 Dec 01,
2010		 Dec 21,
2010		 Dec 29,
2010		 Dec 30,
2010		 Dec 31,
2010
Mar 2011 2 & 5 Yr Notes ZTe 
& ZFe		 Feb 23,
2011		 Feb 25,
2011		 Feb 28,
2011		 Mar 01,
2011		 Mar 31,
2011		 Apr 01,
2011		 Apr 04,
2011		 Apr 05,
2011
Mar 2011 10 Yr, 30 Yr & Ultra Bond Notes ZNe, ZBe 
& ZUe		 Feb 23,
2011		 Feb 25,
2011		 Feb 28,
2011		 Mar 01,
2011		 Mar 22,
2011		 Mar 29,
2011		 Mar 30,
2011		 Mar 31,
2011
June 2011 2 & 5 Yr Notes ZTe 
& ZFe		 May 25,
2011		 May 27, 2011 May 31, 2011 Jun 01,
2011		 Jun 21,
2011		 Jun 28,
2011		 Jun 29,
2011		 Jun 30,
2011
June 2011 10 Yr, 30 Yr & Ultra Bond Notes ZNe, ZBe 
& ZUe		 May 25,
2011		 May 27,
2011		 May 31, 2011 Jun 01,
2011		 Jun 30,
2011		 Jul 01,
2011		 Jul 05,
2011		 Jul 06,
2011