CME Group 5-Year US Treasury Note
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| CME Group 30-Year US Treasury Bond 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 original term to maturity of not more than five years and three months and remaining term to maturity of not less than four years and two months 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 | Need point value! | |
| Tick Value | Regular: 1/2 of 1/32 = $7.8125 | |
| 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 Trading in expiring contracts closes at noon, Central Standard Time, on the last trading day. |
| Ticker Symbol | N/A | ZF |
| Price Limits | N/A | N/A |
