TO:	ALL CLEARING PARTICIPANTS
FROM:	CLIENT SERVICES AND SUPPORT
DATE:	August 21, 2006
SUBJECT:	Delivery Dates for Sep 2006 Contracts

Listed below are the relevant delivery dates for the Eurex US September 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	Aug 30	Aug 31	Sep 1	Sep 20	Sep 28	Sep 29
10-Yr Notes	Aug 30	Aug 31	Sep 1	Sep 20	Sep 28	Sep 29
5-Yr Notes	Aug 30	Aug 31	Sep 1	Sep 29	Oct 3	Oct 4
3-Yr Notes	Aug 30	Aug 31	Sep 1	Sep 29	Oct 3	Oct 4
2-Yr Jumbo Notes	Aug 30	Aug 31	Sep 1	Sep 29	Oct 3	Oct 4

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	Sep 18	Sep 19	Sep 20
AUD/USD	Sep 18	Sep 19	Sep 20
GBP/USD	Sep 18	Sep 19	Sep 20
USD/JPY	Sep 18	Sep 19	Sep 20
USD/CHF	Sep 18	Sep 19	Sep 20
USD/CAD	Sep 19	Sep 19	Sep 20
EUR/JPY	Sep 18	Sep 19	Sep 20
GBP/JPY	Sep 18	Sep 19	Sep 20
EUR/CHF	Sep 18	Sep 19	Sep 20
EUR/GBP	Sep 18	Sep 19	Sep 20
AUD/JPY	Sep 18	Sep 19	Sep 20
AUD/CAD	Sep 18	Sep 19	Sep 20
NZD/JPY	Sep 18	Sep 19	Sep 20
CAD/JPY	Sep 18	Sep 19	Sep 20
CHF/JPY	Sep 18	Sep 19	Sep 20
NZD/USD	Sep 18	Sep 19	Sep 20
GBP/CHF	Sep 18	Sep 19	Sep 20
EUR/CAD	Sep 18	Sep 19	Sep 20

* 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 Sep 18 for preliminary matching.

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