5 Yr Note Futures are traded on the Chicago Mercantile Exchange. Each contract is for One U.S. Treasury note having a face value at maturity of $100,000.. Prices are quoted in Points ($1,000) and quarters of 1/32 of a point. For example, 119-16 represents 119 16/32, 119-162 represents 119 16.25/32, 119-165 represents 119 16.5/32, and 119-167 represents 119 16.75/32. Par is on the basis of 100 points..
5 Yr Note Futures contracts exist for the months of March (H), June (M), September (U) and December (Z).
Click on any price shown on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data.
Historical commitment data (legacy format) is available from n.a. to n.a..
Historical continuous contract data is available from n.a. to n.a..
Quandl's explanatory page About Futures Contracts.
This page was created by Chris Stevens for Quandl.