Average daily turnover in 2016 was 202,000 and 157,000 contracts for the 3 and 10 year treasury bond futures, respectively. Contract Unit: Commonwealth Government Treasury Bonds with a face value of A$100,000, a coupon rate of 6% per annum and a term to maturity of ten years. T-Bond Futures. Compared with treasury notes or treasury bonds, t-bonds take the longest time to mature. During the 20-30 years it takes for a t-bond to mature, t-bonds receive coupon payments every six months. The minimum denomination of a t-bond is $1,000 and they are typically sold through auction. 30 Year T-Bond (Globex) daily price charts for the futures contract. See TradingCharts for many more commodity/futures quotes, charts and news. The most active futures markets are the 10-year T-note futures, 30-year T-bond futures, and Eurodollar futures, all of which are traded at the CME Group. Prices - CME 10-year T-note futures prices (Barchart.com electronic symbol ZN) were generally weak during 2018, closing the year down 2-3/64 points. Contract Specification U.S. Treasury Bond Futures; Product Symbol: ZB: Contract Size: The unit of trading shall be U.S. Treasury Bonds having a face value at maturity of one hundred thousand dollars ($100,000) or multiples thereof
US 30 Year T-Bond Futures Overview This page contains data on US 30 YR T-Bond. US 30-year treasury bond is a debt obligation assigned by the U.S. treasury for a period of 30 years.It is also "mini-10 year JGB Futures" are one-tenth the size of 10-year JGB Futures. The contract size of the mini-10 year JGB Futures is 10 million JPY, one tenth the size of normal JGB Futures which have a value of 100 million JPY. Mini-10 year JGB Futures will provide investors with a convenient means to trade in smaller denominations. Available (Tick size: ¥0.0001, Minimum trading unit: 1 unit) J-NET Trading: Final Settlement Method: Delivery of JGBs Delivery of Bonds: The delivery of issues is at the discretion of the seller of the futures contract. Margin: Calculated by using SPAN® (Margin offsetting with other JGB Futures and Options on JGB Futures contracts is allowed CONTRACT 3 YEAR TREASURY BOND FUTURES OPTIONS ON 3 YEAR TREASURY BOND FUTURES Commodity Code YT YT Option Style – American Contract Unit Commonwealth Government Treasury Bonds with a face value of A$100,000, a coupon rate of 6% per annum and a term to maturity of three years, no tax rebate allowed.
Futures contracts on WIBOR reference rates and Treasury bonds are traded from 9.00 a.m. to 5 p.m. (only continuous trading, no fixing at the closing). Underlying Asset, 10-year Korea Treasury Bond with semi -annual 5% coupon rate. Contract Size, KRW 100 million. Tick Size & Value, 0.01 point, representing To minimize such incidents, it recommends that exchanges mark- to-market the specifications of their contracts more frequently, and that regulatory reporting Overall futures and options trading volume increased 30% last year, which is Granted, the tick size for the Eurex Treasury bond contract is 1/64th, which is half I don't really understand what the benefit of the margin account is for the buyer when the futures contract delivery price goes down. Without the margins account Bond Futures is a contract that puts liability on the holder to purchase and sell a fixed amount of bonds as specified in the contract agreement at a price which is
Futures is a contracts to buy or sell an underlying (can be index, stock, bond, etc.) Initial Margin, 1% X Contract Size X Number of Contract X Futures Price 5-Year Thai Government Bond Futures launched since Oct 18, 2010. Summary of 5Y GOV Bond Futures Contract Specification. Heading, Contract Specifications. But, the outlook for Treasury bond futures contracts is bleak, as the government But, the contract size is $200,000 of deliverable T-Notes, so a tick = $15.625.
Other contract specifications which are the same for T-bond and T-note futures are: Size: Size is $100,000 face value. Price quotation: In points ($1,000) and thirty Contract Specifications - 91 Day T-Bills · Contract Specifications - MIBOR Futures The symbol shall denote coupon, type of bond and Maturity Year. The face value of a T-Bond at maturity is $100,000; therefore the contract size of one futures contract with the 30-year Treasury bond as an underlier is also SCOPE OF CONTRACT SPECIFICATIONS AND DEFINITIONS. In conjunction with the Futures Trading Rules (the “Trading Rules”) and the. Singapore Front months for 30-year bond futures are March, June, September and December. 30-Year T-Bond Contract Specifications. Contract Symbol, Contract Unit, Price Futures is a contracts to buy or sell an underlying (can be index, stock, bond, etc.) Initial Margin, 1% X Contract Size X Number of Contract X Futures Price 5-Year Thai Government Bond Futures launched since Oct 18, 2010. Summary of 5Y GOV Bond Futures Contract Specification. Heading, Contract Specifications.