Contract Unit | One 5-Year T-Note Futures contract | ||||
Minimum Price Fluctuation |
One-half of 1/64th of a point rounded to the nearest cent per contract = $7.8125. CAB: $1.00 to $7.00 in $1.00 increments |
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Trading Hours | CME Globex: | Sunday 5:00 p.m. - Friday - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT | Open Outcry: | MON - FRI: 7:20 a.m. - 2:00 p.m. | CME ClearPort: | Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT |
Product Code | CME Globex: ZF1,ZF2,ZF3,ZF4,ZF5CME ClearPort: FV1,FV2,FV3,FV4,FV5Open Outcry: FV1,FV2,FV3,FV4,FV5Clearing: FV1,FV2,FV3,FV4,FV5 | ||||
Listed Contracts | Weekly contracts listed for 3 consecutive weeks. No weekly contract listed the week of the monthly, quarterly or serial option expiration. | ||||
Termination Of Trading | Trading terminates on Friday of the contract week. | ||||
Position Limits | CBOT Position Limits | ||||
Exchange Rulebook | CBOT 20A | ||||
Block Minimum | Block Minimum Thresholds | ||||
Price Limit Or Circuit | Price Limits | ||||
Vendor Codes | Quote Vendor Symbols Listing | ||||
Strike Price Listing Procedures | Strike prices will be listed in increments of one-quarter of one point. The minimum strike price range will include the at-the-money strike price closest to the current futures price plus the next twenty four (24) consecutive higher and the next twenty four (24) consecutive lower strike prices. | ||||
Exercise Style | American | ||||
Settlement Method | Deliverable | ||||
Underlying | 5-Year T-Note Futures |
Whether you are a new trader looking to get started in futures, or an experienced trader looking for a more efficient way to trade the U.S. government bond market, look no further than U.S. Treasury futures.
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