Ultra 10-Year U.S. Treasury Note
Futures and Options
Ultra 10-Year U.S. Treasury Note Weekly Options - Contract Specs
| Contract Unit | 1 futures contract with face value at maturity of $100,000 |
|---|---|
| Minimum Price Fluctuation | Outright: 1/64 of one point (0.015625) = $15.625 CAB $1.00 increments from $1.00 - $15.00 |
| Price Quotation | Points and fractions of points with par on the basis of 100 points |
| Trading Hours | CME Globex: Sunday 5:00 p.m. - Friday - 4:00 p.m. CT with a daily maintenance period from 4:00 p.m. - 5:00 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 |
| Product Code | CME Globex: TN1,TN2,TN3,TN4,TN5 CME ClearPort: TN1,TN2,TN3,TN4,TN5 Clearing: TN1,TN2,TN3,TN4,TN5 |
| Listed Contracts | Weekly contracts listed for 3 consecutive weeks |
| Termination of Trading | Trading terminates on Friday of the contract week |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Vendor Codes | |
| Strike Prices Strike Price Interval | Strike prices will be listed in increments of one-quarter of one point for all weekly expirations. The minimum strike price range will include the at-the-money strike price closest to the current futures price plus the next sixty (60) consecutive higher and the next sixty (60) consecutive lower strike prices. |
| Exercise Style | American |
| Settlement Method | Deliverable |
| Underlying | Ultra 10-Year U.S. Treasury Note Futures |
