CME Micro Treasury Yield Futures
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 YIELD||MICRO 5-YEAR YIELD||MICRO 10-YEAR YIELD||MICRO 30-YEAR YIELD|
|SETTLEMENT||Cash-settled to BrokerTec 2-Year benchmark||Cash-settled to BrokerTec 5-Year benchmark||Cash-settled to BrokerTec 10-Year benchmark||Cash-settled to BrokerTec 30-Year benchmark|
|PRICE CONVENTION||US Treasury Yield|
|CONTRACT SIZE||$10.00 DV01|
|DOLLAR VALUE OF ONE TICK||$1 (1/10 OF 1 BASIS POINT)|
|EXPIRATION SCHEDULE||2 nearest monthly contracts|
|TRADING HOURS||CME Globex: Sun-Fri: 5 p.m. to 4 p.m. Mon-Fri: 60-minute daily trading halt beginning at 4 p.m. CT|