Contract Code | MF |
Underlying | Polish government fixed rate 6% 5-year Treasury Notes |
Name | 5-year Treasury Note Futures |
Unit of Trading | 100,000 PLN nominal value Treasury Notes RP |
Price Quotation | Per PLN 100 nominal |
Min. Price Move | 0.01 |
Tick Value | 10 PLN |
Daily Price Change Limit | 3 points (300 ticks) |
Contract Months | March(H), June(M), September(U), December(Z), such that four months are available for trading |
Last Trading Day | Seventh business day preceeding the last business day of the delivery month |
Trading Hours | Trading day 9:00 - 15:00 CET, Last trading day 9:00 - 12:00 CET |
First Trading Day | First trading day after previous contract expiry |
Delivery & Final Settlement | Delivery may be made of any Treasury Notes from the list of allowable deliverable instruments published daily by the Exchange. Delivery day: any business day of delivery month. |