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10-year Treasury Bond Futures

10-year Treasury Bond Futures Contract

Underlying Bond Nominal long-term treasury bond with face value of RMB1 million and coupon rate of 3%
Deliverable Bond Book entry interest-bearing treasury bond with a maximum term to maturity of 10 years and a residual maturity of no less than 6.5 years upon the first day of the expiry month
Quotation RMB100 net price
Tick Size RMB0.005
Contract Months Three most recent quarterly months (three most recent months in the March, June, September and December quarterly cycle)
Trading Hours 09:15 am - 11:30 am, 01:00 pm - 03:15 pm
Trading Hours on Last Trading Day 09:15 am - 11:30 am
Limit Up/Down ±2% of the settlement price on the previous trading day
Minimum Margin Requirement 2% of the contract value
Last Trading Day The second Friday of the expiry month of contract
Last Delivery Day The third trading day after the last trading day
Delivery Method Physical delivery
Transaction Code T
Exchange China Financial Futures Exchange

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