CBOT: TN Ultra 10-Year U.S. Treasury Note Futures prices chart
Ultra 10-Year U.S. Treasury Note Futures (CBOT: TN)
Product Code: CME Globex: TN, CME ClearPort: TN, Clearing: TN, TAS: TNT
Contract Unit: Face value at maturity of $100,000
Price Quotation : Points and fractions of points with par on the basis of 100 points
Minimum Price Fluctuation: 1/2 of 1/32 of one point (0.015625) = $15.625
Settlement Method: Deliverable
Listed Contracts: Quarterly contracts (Mar, Jun, Sep, and Dec) listed for 3 consecutive quarters
Last Delivery Date: Last business day of the contract month
Grade and Quality: Original issue 10-Year U.S. Treasury notes with not less than 9 years 5 months and not more than 10 years of remaining term to maturity from first day of futures 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
Termination of Trading: Trading terminates on the 7th business day before the last business day of the contract month
Trading Hours: Sunday - Friday 6:00 p.m. - 5:00 p.m. ET (5:00 p.m. - 4:00 p.m. CT). Monday - Thursday 5:00 p.m. - 6:00 p.m. ET (4:00 p.m. - 5:00 p.m. CT) daily maintenance period.