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CME Micro Treasury Yield Futures

August 07,2021 @10:39 AM

Micro Treasury Yield futures are contracts based directly on yields of the most recently auctioned Treasury securities at key tenor points across the curve. You can now take a relatively low risk position in the actual treasury yield rather than in the bigger and more complicated treasury futures complex.

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MICRO 2-YEAR YIELDMICRO 5-YEAR YIELDMICRO 10-YEAR YIELDMICRO 30-YEAR YIELD
PRODUCT CODE2YY5YY10Y30Y
SETTLEMENTCash-settled to BrokerTec 2-Year benchmarkCash-settled to BrokerTec 5-Year benchmarkCash-settled to BrokerTec 10-Year benchmarkCash-settled to BrokerTec 30-Year benchmark
PRICE CONVENTIONUS Treasury Yield
CONTRACT SIZE$10.00 DV01
DOLLAR VALUE OF ONE TICK$1 (1/10 OF 1 BASIS POINT)
EXPIRATION SCHEDULE2 nearest monthly contracts
TRADING HOURSCME Globex:  Sun-Fri: 5 p.m. to 4 p.m. Mon-Fri: 60-minute daily trading halt beginning at 4 p.m. CT
LISTING EXCHANGECBOT
TRADE YIELD DIRECTLY
2-YR, 5-YR, 10-YR, 30-YR
$10 PER BASIS OF YIELD. CASH SETTLED.

GET ACCESS TO CME MICRO TREASURY YIELD FUTURES NOW