TO:	ALL CLEARING PARTICIPANTS
FROM:	CLIENT SERVICES AND SUPPORT
DATE:	February 24, 2006
SUBJECT:	Delivery Dates for March 2006 Contracts

Listed below are the relevant delivery dates for the Eurex US March 2006 contracts. To help promote error-free delivery processing, The Clearing Corporation requires all Treasury tender quantities be confirmed before the tender record will be included in delivery processing for assignment. The confirmation is performed using the Tender Confirmation screen in OTIS®. The origin and quantity in contracts will be displayed for the commodity being confirmed. Firms are reminded of the importance of verifying this information before confirming their tender records.

Firms using The Clearing Corporation’s Automated Delivery Invoice and Inventory System are reminded to verify the accuracy of all information, including price calculations on invoices generated through the system, prior to confirming the invoice.

Eurex US Treasuries	First Position	First Notice	First Delivery	Last Trade	Last Notice	Last Delivery
U.S. Bonds	Feb 27	Feb 28	Mar 1	Mar 22	Mar 30	Mar 31
10-Yr Notes	Feb 27	Feb 28	Mar 1	Mar 22	Mar 30	Mar 31
5-Yr Notes	Feb 27	Feb 28	Mar 1	Mar 22	Mar 30	Mar 31
3-Yr Notes	Feb 27	Feb 28	Mar 1	Mar 22	Mar 30	Mar 31
2-Yr Jumbo Notes	Feb 27	Feb 28	Mar 1	Mar 31	Apr 4	Apr 5

All physical deliveries of Eurex US FX products will be made through the CLS system. Clearing participant’s positions will be netted by contract currency pairs across origin. Clearing participants that wish to net within origin should notify Client Services and Support. Invoices detailing netted delivery commitments will be distributed by 11:00 am on the last trade day. All instructions for FX products, except US/Canadian dollar, must be matched in CLS by 11:30 am one day after the last trade day. Instructions for Canadian dollar must be matched by 5:00 pm on the last trading day.

FX Products	Last Trade	Delivery Instructions Deadline *	Delivery Day
EUR/USD	Mar 13	Mar 14	Mar 15
AUD/USD	Mar 13	Mar 14	Mar 15
GBP/USD	Mar 13	Mar 14	Mar 15
USD/JPY	Mar 13	Mar 14	Mar 15
USD/CHF	Mar 13	Mar 14	Mar 15
USD/CAD	Mar 14	Mar 14	Mar 15
EUR/JPY	Mar 13	Mar 14	Mar 15
GBP/JPY	Mar 13	Mar 14	Mar 15
EUR/CHF	Mar 13	Mar 14	Mar 15
EUR/GBP	Mar 13	Mar 14	Mar 15
AUD/JPY	Mar 13	Mar 14	Mar 15
AUD/CAD	Mar 13	Mar 14	Mar 15
NZD/JPY	Mar 13	Mar 14	Mar 15
CAD/JPY	Mar 13	Mar 14	Mar 15
CHF/JPY	Mar 13	Mar 14	Mar 15
NZD/USD	Mar 13	Mar 14	Mar 15
GBP/CHF	Mar 13	Mar 14	Mar 15
EUR/CAD	Mar 13	Mar 14	Mar 15

* Clearing participants are reminded that the deadline for delivery instructions for Canadian denominated products (USD/CAD) is 5:00 p.m. The deadline for Instructions for all other products is 11:30 a.m. Firms are encouraged to submit instructions for non-Canadian denominated products by 5:15 p.m. on March 13 for preliminary matching.

Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives: