(continuous not adjusted contracts; for specific contracts add: Myyyy where M is the month code)
Ten-year Treasury note futures are traded on the Chicago Board of Trade (CBOT) and electronically on the CME Globex platform. Ten-year Treasury note futures are priced in dollars per basis point on a $100 000.00 contract size where 1 basis point = $1000.00. The par or face value is based on 100 basis points (100 points x $1000.00 per basis point = $100 000.00). The minimum tick value is 1 sixty-fourth or $15.625 ($1000.00 x 1⁄64 = $15.625). Each basis point is 64 sixty-fourths. One basis point equals 1 one-hundredth of 1 per cent or 0.01.