CME Group/Chicago HQ
Main Switchboard
Local: 312-930-1000
Toll Free: 866-716-7274
Customer Service
Product inquiries, website issues, and specific questions
Phone: 312-930-2316
Toll Free: 800-331-3332
E-mail:info@cmegroup.com
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30-Year U.S. Treasury Bond
Product Snapshot: 30-Year U.S. Treasury Bond Futures
This product is based on the benchmark 30-Year Treasury Bond, the longest maturity of any bond issued by the U.S. Treasury. The Treasury bond marketplace is deep and liquid. It is traded by a wide range of users, including hedgers, speculators, bankers, bond dealers, mortgage servicers and portfolio managers.
30-Year Treasury Bond futures provide a way to:
- Hedge long-term interest rate risk
- Express a view on the direction of interest rates at the long end of the yield curve
- Execute a wide range of trading strategies including:
- Yield curve trades against other Treasury futures
- Spread trades against other CME Interest Rate products
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View free real-time quotes on a variety of electronically traded CME Group products
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
New Market Maker Programs for Interest Rates Products
Get complete details on our market maker programs for trading options on U.S. Treasuries, 30-Day Fed Funds and Eurodollars
| Trade Unit | One U.S. Treasury bond having a face value at maturity of $100,000 or multiple thereof. | ||
| Settle Method | Delivery | ||
| Point Size | 1 point = $1,000 | ||
| Strike Price Interval | Quoted in points ($1,000/contract) to bracket the current 30 ¿Year bond futures price; for example, 91-16 represents 91 16/32,91-162 represents 91 16.25/32, 91-165 represents 91 16.5/32 and 91-167 reporesents 91 16.75/32 | ||
| Strike | |||
| Limits/Price Banding | No limits | ||
| Tick Size (Minimum Fluctuation) |
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| Trading Hours | Sunday/Friday 5:30 p.m.-4:00 p.m. CT; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly Trading in expiring contracts closes at noon, Chicago time, on the last trading day | ||
| Listed | All listed intervals | ||
| Product Codes | Clearing: 17 Open Auction: US Globex: ZB | ||
| Minimum Block Size | |||
| Product Calendar | Mar, Jun, Sep, Dec View current product listings |
| Trade Unit | One U.S. Treasury bond having a face value at maturity of $100,000 or multiple thereof. | ||
| Settle Method | Delivery | ||
| Point (Tick) Size | 1 point = $1,000 | ||
| Strike Price Interval | Quoted in points ($1,000/contract) to bracket the current 30 ¿Year bond futures price; for example, 91-16 represents 91 16/32,91-162 represents 91 16.25/32, 91-165 represents 91 16.5/32 and 91-167 reporesents 91 16.75/32 | ||
| Strike | |||
| Limits/Price Banding | No limits | ||
| Minimum Fluctuation |
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| Trading Hours | Open Outcry: 7:20 a.m. to 2:00 p.m. CT, Monday - Friday | ||
| Listed | All listed intervals | ||
| Product Codes | Clearing: 17 Open Auction: US Globex: ZB | ||
| Minimum Block Size | |||
| Product Calendar | Mar, Jun, Sep, Dec View current product listings |
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
New Market Maker Programs for Interest Rates Products
Get complete details on our market maker programs for trading options on U.S. Treasuries, 30-Day Fed Funds and Eurodollars
| Contract Month | Product Code | First Trade Date | Last Trade Date | Settlement Date | |
| DEC08 | 17Z08 | 09/20/2007 |  |
12/19/2008 | 12/19/2008 |
| MAR09 | 17H09 | 12/20/2007 | |
03/20/2009 | 03/20/2009 |
| JUN09 | 17M09 | 03/20/2008 | |
06/19/2009 | 06/19/2009 |
| SEP09 | 17U09 | 06/20/2008 | |
09/21/2009 | 09/21/2009 |
| DEC09 | 17Z09 | 09/22/2008 | |
12/21/2009 | 12/21/2009 |
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
New Market Maker Programs for Interest Rates Products
Get complete details on our market maker programs for trading options on U.S. Treasuries, 30-Day Fed Funds and Eurodollars