Treasury Bond Futures Options Trading / 30-Year T-Bonds CBOT

Free Treasury Bond Futures Trading Guide

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Treasury Bond tbonds Futures & Options Trading 30-year bond cbot

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t bond futures 30 year bonds options



U.S. Treasury bond futures / T-Bonds

U.S. Treasury Bond Futures

This product is based on the benchmark Treasury Bond, the longest maturity of any bond issued by the U.S. Treasury. The Treasury bond marketplace is deep and liquid. It is traded by a wide range of users, including hedgers, speculators, bankers, bond dealers, mortgage servicer's and portfolio managers.

Underlying Unit One U.S. Treasury bond having a face value at maturity of $100,000.

Deliverable Grades U.S. Treasury bonds that, if callable, are not callable for at least 15 years from the first day of the delivery month or, if not callable, have a remaining term to maturity of at least 15 years from the first day of the delivery month. Note: Beginning with the March 2011 expiry, the deliverable grade for T-Bond futures will be bonds with remaining maturity of at least 15 years, but less than 25 years, from the first day of the delivery month. The invoice price equals the futures settlement price times a conversion factor, plus accrued interest. The conversion factor is the price of the delivered bond ($1 par value) to yield 6 percent.

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