Trading Unit: One $100,000 nominal value notional government of Canada bond with 9% coupon

Delivery Grades: Government of Canada bonds with 6 to 10 years maturity (and minimum Outstanding amount of C$3.5 billion) from the first day of the delivery unit, and original maturity of no more than 10 3/4 years. 'The invoice price equals the futures settlement price times a conversion factor plus accrued interest. ]'he conversion factor is the price of the delivered bond (C$l par value) to yield 9%.

Price Quote: Points (C$ 1,000) and one hundredth of a point (C$ 10); for example, 90.05 equals 90 5/100.

Tick Size: One hundredth of a point (C$10/contract); par is on the basis of I 00 points

Daily Price Limits: 30/o per unit of trading (C$3,000/contract) above or below the previous day's settlement price (expandable to 4.5% or C$4,500)

Contract Months: Mar, July, Sep, Dec

Delivery Method: Delivery Must be made and settled through the Canadian Depositor for Securities (CDS) on the fifth business day following tender of delivery notice.

Last Trading Day : The day preceding the seventh to the last Canadian business day of the delivery month *For the purpose of deliveries, i business day is defined is a day that is both a Canadian and a US. business day.

Last Delivery Day: Last CDS business day of the delivery month.

Trading Hours: 7:20 a.m. - 2:00 p.m. Chicago time, Mon-Fri. Trading in expiring contracts closes at noon on the last trading day.

Ticker Symbol: CN