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10-Year U.S. Treasury Note Futures
| 10-Year U.S. Treasury Note Futures | |||||
|---|---|---|---|---|---|
| Underlying Unit | One U.S. Treasury note having a face value at maturity of $100,000. | ||||
| Deliverable Grades | U.S. Treasury notes with a remaining term to maturity of at least six and a half years, but not more than 10 years, from the first day of the delivery month. The invoice price equals the futures settlement price times a conversion factor, plus accrued interest. The conversion factor is the price of the delivered note ($1 par value) to yield 6 percent. | ||||
| Price Quote | Points ($1,000) and halves of 1/32 of a point. For example, 126-16 represents 126 16/32 and 126-165 represents 126 16.5/32. Par is on the basis of 100 points. | ||||
| Tick Size (minimum fluctuation) |
One-half of one thirty-second (1/32) of one point ($15.625, rounded up to the nearest cent per contract), except for intermonth spreads, where the minimum price fluctuation shall be one-quarter of one thirty-second of one point ($7.8125 per contract). | ||||
| Contract Months | The first five consecutive contracts in the March, June, September, and December quarterly cycle. | ||||
| Last Trading Day | Seventh business day preceding the last business day of the delivery month. Trading in expiring contracts closes at 12:01 p.m. on the last trading day. | ||||
| Last Delivery Day | Last business day of the delivery month. | ||||
| Delivery Method | Federal Reserve book-entry wire-transfer system. | ||||
| Settlement Procedure | Daily Treasury Settlement Procedures (PDF) Final Treasury Settlement Procedures (PDF) |
||||
| Position Limits | Current Position Limits | ||||
| Block Minimum | Block Trade Minimums | ||||
| All or None Minimum | All or None Minimums | ||||
| Rulebook Chapter | CBOT Chapter 19 | ||||
| Trading Hours (All times listed are Central Time) |
OPEN OUTCRY | MON - FRI: 7:20 a.m. - 2:00 p.m. | |||
| CME GLOBEX | SUN - FRI: 5:00 p.m. - 4:00 p.m. | ||||
| Ticker Symbol | OPEN OUTCRY | TY | |||
| CME GLOBEX | ZN | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CBOT. | ||||
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