TFC Commodity Charts
Treasury Notes 5 yr. (FV, CBOT)
2006 Commitment of Traders Report



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Contract Specifications:FV,CBOT
Trading Unit: One U.S. Treasury note having a face value at maturity of $100,000 or multiple thereof
Tick Size: One half of 1/32 of a point ($15.625/contract) rounded up to the nearest
cent/contract; par is on the basis of 100 points
Quoted Units: Points ($1,000) and one-quarter of 1/32 of a point
Initial Margin: $1,485   Maint Margin: $1,100
Contract Months: Mar, Jun, Sep, Dec
First Notice Day: Last business day of month preceding contract month.
Last Trading Day: Seventh business day preceding the last business day of the delivery month.
Trading Hours: 7:20 a.m. - 2:00 p.m. Chicago time, Mon-Fri.
Electronic (beginning 10-15-00): 8:00 p.m. - 4:00 p.m. Chicago time, Sun.-Fri.
Trading in expiring contracts closes at noon (Chicago time) on the last trading day
Daily Limit: none

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