Sovereign Debt Instruments

Ten-Year U.S. Treasury Note Futures

  • Specifications
    UnderlyingThe US Treasury Note for redemption in ten years, counted as from the futures contract expiration, bearing a 6% per annum coupon with semiannual compounding.
    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 date1st business day of the contract month.
    Contract monthsAll months.
    Settlement on expirationCash settlement.
  • Participant ranking (number of contracts) - 09/2017
    • 4,104
      ITAU CV S/A
    • 1,245
      BTG PACTUAL CTVM S.A.
    • 1,190
      MODAL DTVM LTDA
    • 520
      SANTANDER CCVM S/A
    • 48
      TULLETT PREBON
  • Participation by investor type - 03/2018
    • 42%
      Financial institution
    • 58%
      Institutional investor
    • 0%
      Non-resident
    • 0%
      Natural person
    • 0%
      Others
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