These Futures Trading Facts are brought to you by:

THE CONSENSUS® DIRECTORY OF FUTURES TRADING FACTS

U.S. TREASURY NOTES, 5-Year - U.S. TREASURY NOTES, 10-Year

COMMODITY
TYPE
EXCHANGE
NAME
TRADING TIME
(CENTRAL)
DELIVERY
MONTHS
CONTRACT
UNIT
PRICE
QUOTED IN
MINIMUM
FLUCTUATION
$VALUE OF
MINIMUM TICK
$VALUE OF
1¢ MOVE
MAX DAILY LIMITS
ABOVE OR BELOW
PREV CLS.¢
MAX DAILY LIMITS
ABOVE OR BELOW
PREV CLS. $
DAILY MAX. PERM
RANGE BET. DAY'S
HIGH & LOW ¢
DAILY MAX. PERM
RANGE BET DAY'S
HIGH & LOW $

LAST
TRADE DAY
FIRST
DELIVERY DAY
NET MARGIN
REQ INITIAL
NET MARGIN
REQ MANT.
SPREAD MARGIN
REQ INITIAL
SPREAD MARGIN
REQ MANT.
U.S. TREASURY NOTES, 5-Year
CBT

5:20-8:05

H,M,U,Z

$100,000 face

% pts.

1/64 pt.

15.62

--- ---



3 pts.




3000




6 pts.




6000


Business day prior to
last 7 business days
First Business day

1215.00

900.00

Market

Market
U.S. TREASURY NOTES, 5-Year
NYCE

7:20-3:15

H,M,U,Z

$100,000 face

% pts.

1/64 pt.

15.62

--- ---



none




none




none




none


Business day prior to
last 7 business days
1st Business day

1330.00

1000.00

399.00

300.00
U.S. TREASURY NOTES, 10-Year
CBT

7:20-2:00 5:20-8:05

H,M,U,Z

$100,000 face

% pts.

1/32pt.

31.25

--- ---



3 pts.




3000




6 pts.




6000


Business day prior to
last 7 business days
1st Business day

1755.00

1300.00

Market

Market

KEY TO CONTRACT MONTHS

1st
Year		Month2nd
Year		1st
Year		Month2nd
Year		1st
Year		Month2nd
Year
FJanuaryAKMayEUSeptemberP
GFebruaryBMJuneFVOctoberR
HMarchCNJulyLXNovemberS
JAprilDQAugustOZDecemberT

  • Minimum margin requirements have been recommended by the com. exchanges listed. Spread margins are intra-market only.
  • Consult your broker for changes that occur during spot months.
  • Contact your broker for individual brokerage hour margin requirements.
  • Contact your broker or the exchange for information on variable trading limits.
  • Price limitations are imposed by the various exchanges to prevent extreme price changes in any one day. When prices reach the trading limit, trading beyond that limit is stopped for that day. In nearly all markets, the Board of Directors of Governors has the power to change the limits in emergencies. in the current month, the limitations are broadened in certain futures contracts by permitting wider price ranges and in others by removing limitations entirely.
  • The above compilation includes all active commodities and their markets. The information contained herein is from sources believed to be reliable, but we cannot be held responsible for either its accuracy or completeness.
  • All information contained herein is subject to change by action of the respective commodity exchanges. We will make every effort to update any changes. We suggest that you direct any questions to the members of the exchanges. Those acting on this information are responsible for their own actions.

    November 14, 1996
    Copyright© CONSENSUS, Inc. 1997

    Consensus National Futures and Financial On Line Index
    The Consensus® Directory of Futures Trading Facts Index

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    Last updated on 04-27-97

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