CME Group 10-Year US Treasury Note
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| 10-Year US Treasury Note futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Physically delivered | |
| Trade Unit | One U.S. Treasury note having a face value at maturity of $100,000. U.S. Treasury notes with remaining term to maturity of at least six and one half years, but not more than 10 years, from the first 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. | |
| Point Value | Quoted in points ($1,000) and halves of 1/32 of a point. For example, 84-16 represents 84 16/32, and 84-165 represents 84 16.5/32. | |
| Tick Value | Regular: 1 = $15.625 | |
| Contract Months | First five consecutive contracts in the Mar, Jun, Sep and Dec quarterly cycle. | |
| Last Trading Day | Need LTD rules! | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Sunday/Friday 5:30 p.m.-4:00 p.m. CT; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly. |
| Ticker Symbol | N/A | ZN |
| Price Limits | N/A | N/A |
