2-Year Yield Futures - Contract Specs
| Contract Unit | 1,000 index points |
|---|---|
| Price Quotation | Percentage points of yield per annum |
| Trading Hours | CME Globex: Sunday 5:00 p.m. - Friday - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. - 6:00 p.m. CT |
| Minimum Price Fluctuation | 0.001 Index points (1/10th basis point per annum) = $1.00 |
| Product Code | CME Globex: 2YY CME ClearPort: 2YY Clearing: 2YY |
| Listed Contracts | Monthly contracts listed for 2 consecutive months |
| Settlement Method | Financially Settled |
| Floating Price | BrokerTec US Treasury Benchmark |
| Termination of Trading | Trading terminates on the last business day of the contract month |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Price Limit or Circuit | |
| Vendor Codes |
