Enhancements to 3-Year Treasury Note futures

Now Live

  • Reduced tick size: 1/8 of 1/32 for outrights and spreads
  • New matching algorithm: 100% FIFO for outrights; 20% FIFO/80% pro-rata for calendar spreads
  • Aging 7-year notes added: with 2-years, 9 months–3 years remaining term-to-maturity

Get more details

Asset Class Navigation

10-Year T-Note Margins

Ratio Side Start Period End Period Maintenance
CBT INTEREST RATES 10-YEAR T-NOTE 21 1

2

1
A

B

A
09/2020

12/2020

03/2021
09/2020

12/2020

03/2021
450 USD
CBT INTEREST RATES 10-YEAR T-NOTE 21 1

1
B

A
09/2020

09/2020
12/2020

12/2020
460 USD
CBT INTEREST RATES 10-YEAR T-NOTE 21 1

1
A

B
09/2020

03/2021
12/2020

03/2021
510 USD
CBT INTEREST RATES 10-YEAR T-NOTE 21 1

1
B

A
03/2021

03/2021
03/2021

03/2021
510 USD