Interest rates affect everybody, from consumers on the street, to large financial institutions. The action from the central banks towards its monetary policy, either tightening or easing, will affect the currency value and continue to bring the impact to an assets’ value. Global events are another factor that affects the movements in this market.

For example, the Federal Reserve’s meeting results and announcements, could signal the government’s dovish/hawkish intent. This provides traders insight to long or short across the yield curve.

Contract Specifications:

Eurodollar Futures
2–Year U.S Treasury Note Futures
5-Year U.S. Treasury Note Futures
10-Year U.S. Treasury Note Futures
30-Year U.S. Treasury Bonds Futures

The Eurodollar futures contract is one of the largest and most successful interest rate-based contracts. This futures contract represents the interest rate on U.S. Dollars that are deposited in banks overseas.

Exchange CME
Code GE
Contract Multiplier 1,000,000 dollar
Min Price Fluctuation $ 0.005
Value Per Tick $ 12.50
Settlement Cash Settled

TRADING HOURS(Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

Allows market participants to gain exposure to interest rates on US debt at the 2 year position on the yield curve.

Exchange CBOT
Code ZT
Contract Multiplier 200,000 dollar
Min Price Fluctuation $ 0.015625
Value Per Tick $ 15.63
Settlement Physical Delivery

TRADING HOURS(Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

Allows market participants to gain exposure to interest rates on US debt at the 5 year position on the yield curve.

Exchange CBOT
Code ZF
Contract Multiplier 100,000 dollar
Min Price Fluctuation $ 0.0078125
Value Per Tick $ 7.81
Settlement Physical Delivery

TRADING HOURS(Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

Allows market participants to gain exposure to interest rates on US debt at the 10 year position on the yield curve.

Exchange CBOT
Code ZN
Contract Multiplier 100,000 dollar
Min Price Fluctuation $ 0.015625
Value Per Tick $ 15.63
Settlement Physical Delivery

TRADING HOURS(Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

Exchange CBOT
Code ZB
Contract Multiplier 100,000 dollar
Min Price Fluctuation $ 0.03125
Value Per Tick $ 31.25
Settlement Physical Delivery

TRADING HOURS(Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday :7.00 a.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

Source: CME Group Website

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