Sovereign Debt Instruments

Ten-Year U.S. Treasury Note Futures Contract

  • Specifications
    UnderlyingUS Treasury Notes maturing in six-and-a-half years to ten years from the futures contract expiration date, and bearing semi-annual coupon interest.
    TickerT10
    Contract sizeUSD100,000.00.
    QuotationUnit price, the US Dollar amount for each USD100.00 of face value of the underlying asset.
    Tick size0.001 of a unit price point.
    Round-lot1 contract.
    Last trading dayLast trading day preceding the last business day of the expiration date.
    Expiration dateThe last trading session of the month prior to the reference month for the contract.
    Contract monthsAll months.
    Settlement on expirationCash settlement.
  • Participant ranking (number of contracts) - 12/2017
    • 1,791
      ITAU CV S/A
    • 938
      BTG PACTUAL CTVM S.A.
    • 474
      MODAL DTVM LTDA
    • 84
      BRADESCO S/A CTVM
    • 27
      ATIVA INVESTIMENTOS S.A. CTCV
  • Participation by investor type - 06/2018
    • 49%
      Financial institution
    • 51%
      Institutional investor
    • 0%
      Non-resident
    • 0%
      Natural person
    • 0%
      Others
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