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

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5-Year T-Note Margins

Start Period End Period
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 09/2020 03/2021 650 USD 40.000%