#TradingSpecifications

[quantifiedstrategies]

10-YEAR TREASURY BOND FUTURES CONTRACT SPECIFICATIONS

10-Year Treasury Bond Futures contracts have a face value of $100,000 at maturity. They are quoted in points and fractions of points based on 100 points. Contract cycles are quarterly in March, June, September, and December, available for 3 consecutive quarters. TAS trading begins three months before the contract month. Physical delivery settles contracts. Trading terminates on Globex 7 business days before the last business day of the contract month.