Your browser version is too low.
Please use IE9+, Chrome or Safari to browse this website.
10-year Treasury Bond Futures

10-year Treasury Bond Futures Contract

Underlying Bond Nominal medium-term treasury bond with face value of RMB1milion and coupon rate of 3%
Deliverable Bond Treasury coupon bond with the remaining term of 6.5-10.25 years after the first day of the expiry month
Quotation RMB100 net price
Tick Size RMB0.005
Contract Months Three recent quaterly months(a cycle of three recent quarterly months among March, June, September and December)
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

Copyright ©2010 CFFEX

This site is best viewed in Internet Explorer 9.0 or higher versions