2Year Bond Futures chart : US T-Note (CBOT:ZT) German Euro-Schatz (EUREX:FGBS) UK Short Gilt (ICEU:G) [Monthly]
2-Year US Treasury Note Futures (2Y T-Note, CME CBOT: ZT) :
Product Code: ZT
Contract Unit: Face value at maturity of $200,000
Price Quotation: Points and fractions of points with par on the basis of 100 points.
Minimum Price Fluctuation: One-eighth of one thirty-second (1/32) of one point ($7.8125, rounded to the nearest cent per contract), including intermonth spreads.
Settlement Method : Deliverable
Trading Hours: Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m.
2-Year Deutsch (German) Euro-Schatz Futures (EUREX:FGBS) :
Product ID: FGBS
Remaining term in years: 1.75 to 2.25
Contract values: EUR 100,000 or CHF 100,000
Price quotation and minimum price change: 0.005 Percent (EUR 5)
Contract months: Up to 9 months:The three nearest quarterly months of the March, June, September and December cycle.
Last trading day: Two exchange days prior to the delivery day of the relevant maturity month. Close of trading in the maturing futures on the last trading day is at 12:30 CET.
Delivery day: The tenth calendar day of the respective quarterly month, if this day is an exchange day; otherwise, the exchange day immediately succeeding that day.
2-Year UK Short Gilt futures (ICEU:G) :
Deliverable futures contract on UK Gilts with maturities of 1 year and 6 months to 3 years and 3 months.
Trading Screen Product Name: Short Gilt Future
Trading Screen Hub Name: ICEU
Commodity Code: G, Physical: G, Logical: G
Maturities: 1 year and 6 months to 3 years and 3 months.
Unit of Trading: £100,000 nominal value notional Gilt with 3% coupon (December 2011 delivery month onwards)
Quotation: Per £100 nominal
Minimum Price Fluctuation: 0.01 (£10)
Exchange Delivery Settlement Price: The London market price at 11:00 on the second business day prior to Settlement Day. The invoicing amount in respect of each Deliverable Gilt is to be calculated by the price factor system. Adjustment will be made for full coupon interest accruing as at Settlement Day.
Delivery Months: March, June, September, December, such that the nearest two quarterly delivery months are available for trading.
Delivery Date: Any business day in delivery month (at seller’s choice)
Last Trading Day:
(1) Two business days prior to the last business day in the delivery month.
(2) On the Last Trading Day, trading in the front delivery month will cease at 11:00.
(1) London 08:00 - 18:00 (pre-open 06:03)
(2) New York 03:00 - 13:00 (pre-open 01:03)
(3) Singapore 15:00 - 01:00 (pre-open 13:03)