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2-Year U.S. Treasury Note Futures
| 2-Year U.S. Treasury Note Futures | |||||
|---|---|---|---|---|---|
| Underlying Unit | One U.S. Treasury note having a face value at maturity of $200,000. | ||||
| Deliverable Grades | U.S. Treasury notes with an original term to maturity of not more than five years and three months and a remaining term to maturity of not less than one year and nine months from the first day of the delivery month and a remaining term to maturity of not more than two years from the last 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 ($2,000) and quarters of 1/32 of a point. For example, 109-16 represents 109 16/32, 109-162 represents 109 16.25/32, 109-165 represents 109 16.5/32, and 109-167 represents 109 16.75/32. Par is on the basis of 100 points. | ||||
| Tick Size (minimum fluctuation) |
One-quarter of one thirty-second (1/32) of one point ($15.625, rounded up to the nearest cent per contract), including intermonth spreads. | ||||
| Contract Months | The first five consecutive contracts in the March, June, September, and December quarterly cycle. | ||||
| Last Trading Day | Last business day of the calendar month. Trading in expiring contracts closes at 12:01 p.m. on the last trading day. | ||||
| Last Delivery Day | Third business day following the last trading day. | ||||
| 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 21 | ||||
| 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 | TU | |||
| CME GLOBEX | ZT | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CBOT. | ||||
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