NYSE Liffe US 5-Year Note Futures

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Five-Year U.S. Treasury Note Futures futures
Exchange [[NYSE Liffe US]]
Settlement Cash settled
Pricing Unit One U.S. Treasury note having a face value at maturity of $100,000
Tick Value One quarter of one thirty-second (1/32) of one point ($7.8125, rounded up to the nearest cent per contract), including intermonth spreads
Contract Months Contract expiration months include the first five consecutive contracts in the March, June, September, and December quarterly cycle.
First Notice Date For all days except for the day preceding the Last Delivery Day, by 2:00pm CT, the short nominates the treasury securities to be delivered. For the day preceding the Last Delivery Day, by 3:00pm CT, the short nominates the treasury securities to be delivered. Longs are notified of the fact that they have been assigned in advance of this time frame, however, the actual CUSIP is not identified until after the short has input the CUSIP to be delivered. A cash market trade is then created based on the assigned position. The cash market trade is based on Intent Day settlement price, and is reported to FICC by NYPC following completion of assignment.
Last Trading Day Trading stops at the last business day of the expiring month. Trading in expiring contracts closes at 12:01pm CT on the last trading day.
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A 6:45pm - 4:00pm (day + 1) Central Time, Sunday - Friday, Daily Settlement to occur at 2:00pm Central Time
Ticker Symbol N/A FV (Exchange Code: V)
Price Limits N/A N/A

[[Category:Futures Contracts Traded on NYSE Liffe US]]

Also See[edit]

NYSE Liffe US Interest rate Futures