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Treasury Notes 2 Year (TU, CBOT)
2008 Commitment of Traders Report



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Contract Specifications:TU,CBOT
Trading Unit: U.S. Treasury notes having a face value at maturity of $200,000 or multiple thereof
Tick Size: One quarter 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 ($2,000) and one quarter of 1/32 of a point
Initial Margin: $1,215   Maint Margin: $900
Contract Months: Mar, Jun, Sep, Dec
First Notice Day: Last business day of month preceding contract month.
Last Trading Day: The earlier of (1) the second business day prior to the issue day of the 2-year note auctioned in the current month, or (2) the last business day of the calendar mont
Trading Hours: 7:20 a.m. - 2:00 p.m. Chicago time, Mon-Fri.
Electronic: 8:00 p.m. - 4:00 p.m. Chicago time, Sun.-Fri.
Trading in expiring contracts closes at noon on the last trading day
Daily Limit: none

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