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The active cooperation between a primary user (PU) and a cognitive user (CU) has the potential of leading to a transmission power reduction and transmission rate increase for both the PU and the CU. Alternatively, the required bandwidth may be reduced and the freed bandwidth may be leased to a group of CUs for their secondary communications. More explicitly, our cooperative protocol allows a CU to serve as a relay node (RN) for relaying the signal of the first PU, which is a source node (SN), to the second PU, which is a destination node (DN). Furthermore, we conceived adaptive turbo trellis coded modulation (ATTCM) for appropriately adjusting both the code rate and the modulation mode according I to the near-instantaneous channel conditions. More specifically, we propose an ATTCM aided two-way relaying cooperative CR scheme that maximises the CU's own data rate and improves the exploitation of the bandwidth released by the PUs. Our numerical and simulation results show that the bandwidth reduction attained by the proposed two-way relay based CR scheme is more than 80% of the PU's band.width.