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UST10Y-PERP

U.S. Treasury 10-Year On-the-Run Perpetual Future

UST10Y-PERP

treasuries

U.S. Treasury 10-Year On-the-Run Perpetual Future

Tick Size

0.01

Maintenance Margin

4%
(25x)

Initial Margin

8%
(12.5x)

Lot Size

1

Contract Details

Contract Size

1 Index Point per contract

Multiplier

1

Price Quotation

U.S. dollars per Index Point

Tick Size

0.01

Minimum Order Size

1

Contract Expiry

Perpetual (no expiration date)

Pricing & Benchmark

Underlying Benchmark

MarketVector™ U.S. Treasury 10-Year On-the-Run Index (MVOTR10) daily closing level

Contract Mark Price

USD

Price Bands

+/- 10% from prior Contract Mark Price

Margin Requirements

Initial Margin

8%
(12.5x)

Maintenance Margin

4%
(25x)

Initial margin is required to open a position. Maintenance margin is the minimum equity required to keep positions open.

Funding Details

Funding Frequency

Settlement Currency

USD

Funding Rate Cap

-1% / 1%

Funding Schedule Time Desc.

Average price on AX at 4:00pm U.S. Eastern time (early close time on SIFMA-recommended early bond market closure days)

Funding Calendar

UST10Y-PERP

treasuries

U.S. Treasury 10-Year On-the-Run Perpetual Future

Tick Size

0.01

Maintenance Margin

4%
(25x)

Initial Margin

8%
(12.5x)

Lot Size

1

Contract Details

Contract Size

1 Index Point per contract

Multiplier

1

Price Quotation

U.S. dollars per Index Point

Tick Size

0.01

Minimum Order Size

1

Contract Expiry

Average price on AX at 4:00pm U.S. Eastern time (early close time on SIFMA-recommended early bond market closure days)

Pricing & Benchmark

Underlying Benchmark

MarketVector™ U.S. Treasury 10-Year On-the-Run Index (MVOTR10) daily closing level

Contract Mark Price

USD

Price Bands

+/- 10% from prior Contract Mark Price

Margin Requirements

Initial Margin

8%
(12.5x)

Maintenance Margin

4%
(25x)

Initial margin is required to open a position. Maintenance margin is the minimum equity required to keep positions open.

Funding Details

Funding Frequency

Settlement Currency

USD

Funding Rate Cap

-1% / 1%

Funding Schedule Time Desc.

Average price on AX at 4:00pm U.S. Eastern time (early close time on SIFMA-recommended early bond market closure days)

Funding Calendar

UST10Y-PERP

treasuries

U.S. Treasury 10-Year On-the-Run Perpetual Future

Tick Size

0.01

Maintenance Margin

4%
(25x)

Initial Margin

8%
(12.5x)

Lot Size

1

Contract Details

Contract Size

1 Index Point per contract

Multiplier

1

Price Quotation

U.S. dollars per Index Point

Tick Size

0.01

Minimum Order Size

1

Contract Expiry

Perpetual (no expiration date)

Pricing & Benchmark

Underlying Benchmark

MarketVector™ U.S. Treasury 10-Year On-the-Run Index (MVOTR10) daily closing level

Contract Mark Price

USD

Price Bands

+/- 10% from prior Contract Mark Price

Margin Requirements

Initial Margin

8%
(12.5x)

Maintenance Margin

4%
(25x)

Initial margin is required to open a position. Maintenance margin is the minimum equity required to keep positions open.

Funding Details

Funding Frequency

Settlement Currency

USD

Funding Rate Cap

-1% / 1%

Funding Schedule Time Desc.

Average price on AX at 4:00pm U.S. Eastern time (early close time on SIFMA-recommended early bond market closure days)

Funding Calendar

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