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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)

 

Commodity: Eurodollars
Commodity Symbol: ED
Commodity Exchange: Chicago Mercantile Exchange

Contract Size:

Eurodollar Time Deposit having a principal value of $1,000,000 with a three-month maturity.

Prices Quoted In:

Dollars per point

Tick Value:

$0.01 ($25.00 per contract)

Daily Price Limit:

No Limit

Contract Months:

March, June, September, December

Last Trading Day:

The second London bank business day immediately preceding 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; Shutdown period from 4:00 pm to 5:00 pm nightly; Sundays & Holidays 5:00 pm to 4:00 pm.  (All times Central Time)

 


Starting Out in Futures Trading | Economic Indicators for Futures Traders  | Resources for Futures Traders | Futures Trading Articles | Futures Trading Books and Book Reviews | Futures Trading Links
Home | Futures Contracts | Types of Futures Orders | Placing Futures Orders | COT Reports | Open Interest | Volume | Futures Margins and Maintenance | Fundamental Analysis | Technical Analysis | Reading Futures Prices | Seasonals | Intermarket Relationships | Money Management | Futures Contract Specifications | Commodity Month Symbols | Limiting Risk Exposure | Larry Williams | Jake Bernstein | John Murphy | Ryan Jones | Alexander Elder | Jack Schwager


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