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Bonds & Currencies

10 Year US Treasury Note Futures

One U.S. Treasury note having a face value at maturity of $100,000 or multiple thereof. U.S. Treasury notes maturing at least 6 1/2 years, but not more than 10 years, 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.  Tick Size: One half of 1/32 of a point ($15.625/contract) rounded up to the nearest cent; par is on the basis of 100 points.  Price Quote: Points ($1,000) and one half of 1/32 of a point; i.e., 84-16 equals 84 16/32, 84-165 equals 84 16.5/32. Contract Months
Mar, Jun, Sep, Dec.

U.S. Treasury Bond Futures

One U.S. Treasury bond having a face value at maturity of $100,000 or multiple thereof. U.S. Treasury bonds that, if callable, are not callable for at least 15 years from the first day of the delivery month or, if not callable, have a maturity of at least 15 years 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 bond ($1 par value) to yield 6 percent.  Tick Size: 1/32 of a point ($31.25/contract); par is on the basis of 100 points. Price Quote: Points ($1,000) and thirty-seconds of a point; for example, 80-16 equals 80 16/32. Contract Months: Mar, Jun, Sep, Dec

British pound futures and options on futures contracts

Traded at CME are designed to reflect changes in the U.S. dollar value of the pound. Futures contracts are quoted in U.S. dollars per pound, and call for physical delivery at expiration. Exercised options contracts are settled by the delivery of futures contracts

Canadian dollar futures and options on futures contracts

Traded at CME are designed to reflect changes in the U.S. dollar value of the Canadian dollar. Futures contracts are quoted in U.S. dollars per Canadian dollar, and call for physical delive

 

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