30-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: 30Y CME ClearPort: 30Y Clearing: 30Y |
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 |