All member entities:

In accordance with the relevant provisions of the Detailed Delivery Rules of China Financial Futures Exchange for 5-year Treasury Bond Futures Contract, matters related to the scope of deliverabletreasury bonds of 5-year treasury bond futures are hereby clarified as follows:

1. The Exchange shall issue a public notice on treasury bonds that conform to the requirements fordeliverabletreasury bonds newly issued after the listing of 5-year treasury bond futures contract in the scope ofdeliverabletreasury bonds before or on the day they are listed for trading.

2. 5-year treasury bonds that are newly issued in the contract delivery month and for which the listing datefalls before or on the last trading day of the contract shall be included in the scope of deliverabletreasury bonds of the contract. 7-year treasury bonds that are newly issued in the contract delivery month and for which the maturity date is more than 7 years beyond the first day of the delivery month shall not be included in the scope of deliverabletreasury bonds of the contract.

3. In accordance with the relevant provisions of the Ministry of Finance and depositoryinstitutions on the transfer of custody for treasury bonds, in order to ensure the smooth delivery of treasury bond futures, treasury bonds for which transfer of custody is suspended during the contract delivery period due to interest payment shall not be included in the scope of deliverabletreasury bonds of the contract.

　China Financial Futures Exchange

September 3, 2013