Products | View All
It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Interest Rates Products
View an Interest Rate Product
3-Year U.S. Treasury Note Futures
| 3-Year U.S. Treasury Note Futures | |||||
|---|---|---|---|---|---|
| Underlying Instrument | One (1) U.S. Treasury note having a face value at maturity of $200,000 or multiples thereof. | ||||
| Deliverable Grades | U.S. Treasury notes that have an original maturity of not more than 5 years and 3 months and a remaining maturity of not less than 2 years and 9 months from the first day of the delivery month but not more than 3 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 quarter-32nds of a point ($15.625). For example, 91-16 equals 91-16/32, 91-162 equals 91-16.25/32, 91-165 equals 91-16.5/32, and 91-167 equals 91-16.75/32. | ||||
| Tick Size(Min Fluctuations) | One-quarter of one thirty-second of one point ($15.625). | ||||
| Contract Months | Five consecutive expiries in the March, June, September, and December quarterly cycle. | ||||
| Last Trading Day | The last business day of the contract expiry month. Trading in expiring contracts closes at 12:01 p.m., Central Time (CT), 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) |
||||
| Trading Hours | Open Outcry | 7:20 a.m. – 2:00 p.m., CT, Monday – Friday | |||
| CME Globex | 5:00 p.m. – 4:00 p.m., CT, Sunday – Friday | ||||
| Ticker Symbols | Open Outcry: 3YR CME Globex: Z3N | ||||
| Daily Price Limit | None | ||||
| Position Accountability / Limits | Position accountability of 7,500 futures contracts will be implemented prior to the last ten trading days of a contract expiry. Position limits of 20,000 futures contracts will be implemented during the last ten trading days of a contract expiry. | ||||
| Reportable Position Limits | Current Position Limits | ||||
| Block Minimum | Block Trade Minimums | ||||
| All-or-None Minimum | All or None Minimums | ||||
| Rulebook Chapter | CBOT Chapter 39 | ||||
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
