Interest Rate Futures Contract Specifications
|
Commodity: |
30 Year Treasury Bonds |
|
Commodity Symbol: |
US |
|
Commodity Exchange: |
Chicago Board of Trade - CBOT |
|
Contract
Size: |
$100,000 at
maturity |
|
Prices
Quoted In: |
Points and
thirty-seconds of a point |
|
Tick
Value: |
1/32 of a
point ($31.25per contract) |
|
Daily
Price Limit: |
None |
|
Contract Months: |
March, June, September, December |
|
Last
Trading Day: |
The seventh
business day preceding the last business day of the delivery month. |
|
Trading
Hours: |
7:20 am to
2:00 pm Central Time, Monday Through Friday |
|
Commodity: |
10 Year Treasury Bonds |
|
Commodity Symbol: |
TQ |
|
Commodity Exchange: |
Chicago Board of Trade - CBOT |
|
Contract
Size: |
$100,000 at
maturity |
|
Prices
Quoted In: |
Points and
thirty-seconds of a point |
|
Tick
Value: |
One half of
1/32 of a point ($15.625 per contract) |
|
Daily
Price Limit: |
None |
|
Contract Months: |
March, June, September, December |
|
Last
Trading Day: |
The seventh
business day preceding the last business day of the delivery month. |
|
Trading
Hours: |
7:20 am to
2:00 pm Central Time, Monday Through Friday |
|
Commodity: |
3-month (13-week) U.S. Treasury Bills
(T-Bills) |
|
Commodity Symbol: |
TB |
|
Commodity Exchange: |
Chicago Mercantile Exchange |
|
Contract
Size: |
$1,000,000
face value at maturity |
|
Prices
Quoted In: |
Dollars per
point |
|
Tick
Value: |
$0.005
($12.50 per contract) |
|
Daily
Price Limit: |
No Limit |
|
Contract Months: |
March, June, September, December |
|
Last
Trading Day: |
12:00 noon
Chicago time on the business day of the 91 Day U.S. Treasury Bill
auction in the week of the third Wednesday of the contract month. |
|
Trading
Hours: |
Floor: 7:20
am to 2:00 pm
GLOBEX®: Mon/Thurs 5:00 pm to 4:00 pm & 2:00 pm
to 4:00 pm. Sundays & Holidays 5:00 pm
to 4:00 pm. (All times Central Time) |
|