Chicago Commodity Prices - 10 Year T-note Futures Historical Data
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CBOT® 10 YEAR TREASURY NOTES
HISTORICAL DATA

CBOT 10 Year Treasury Notes Historical Data

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Chicago Board Of Trade (CBOT®)
10 Year Treasury Notes (64ths) Historical Data
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CBOT Data |Interest Rates Data

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CBOT 10 Year T-Notes Jumbo Historical Data Special
Includes all Futures, Front Month and Cash data listed below.
$50.00

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CBOT March 10 Year T-note Futures
Includes the following contracts: 1983-2008 (25 contracts total)
$15.00 Add Data Set To Cart
CBOT June 10 Year T-note Futures
Includes the following contracts: 1982-2008 (26 contracts total)
$15.00 Add Data Set To Cart
CBOT September 10 Year T-note Futures
Includes the following contracts: 1982-2008 (26 contracts total)
$15.00 Add Data Set To Cart
CBOT December 10 Year T-note Futures
Includes the following contracts: 1982-2008 (26 contracts total)
$15.00 Add Data Set To Cart
CBOT 10 Year T-note Futures Data Special
Includes all Futures Contracts listed above
$30.00

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CBOT 10 Year T-note Futures Front Month Data, Roll On Expiration
1982-2007 What Is Front Month Data?
$15.00 Add Data Set To Cart
CBOT 10 Year T-note Futures Front Month Data, Roll On Volume
1982-2007 What Is Front Month Data?
$15.00 Add Data Set To Cart
CBOT Cash 10 Year T-note Prices
1995-2008
$10.00

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Data Example:
Feel free to copy the data below for testing.
Vol = Volume for that individual contract
OI = Open Interest on that individual contract
Total Vol = Volume for all Contracts traded in that commodity
Total OI = Open Interest for all Contracts traded in that commodity

Chicago Board Of Trade (CBOT)
US 10 Year T-Note Historical Data
March 2006 Contract - Daily

Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20051201, 200603, 108.703, 108.812, 108.203, 108.343, 59969, 1333958, 102273, 1670465
20051202, 200603, 108.265, 108.468, 108.171, 108.343, 41690, 1406364, 70800, 1671144
20051205, 200603, 108.109, 108.203, 107.921, 108.046, 24272, 1494310, 40991, 1714311
20051206, 200603, 108.140, 108.718, 108.109, 108.578, 55988, 1524491, 93990, 1705966
20051207, 200603, 108.453, 108.562, 108.343, 108.453, 25423, 1543435, 41721, 1698883
20051208, 200603, 108.562, 108.921, 108.546, 108.906, 23591, 1553676, 38544, 1688130
20051209, 200603, 108.828, 108.828, 108.328, 108.343, 13927, 1582527, 17494, 1702412
20051212, 200603, 108.453, 108.515, 108.125, 108.250, 25891, 1611879, 33857, 1717931
20051213, 200603, 108.343, 108.593, 108.218, 108.390, 25267, 1632359, 33110, 1718625
20051214, 200603, 108.687, 109.156, 108.687, 108.953, 32129, 1619463, 35551, 1690384
20051215, 200603, 109.109, 109.125, 108.546, 108.890, 21794, 1614177, 27945, 1682454
20051216, 200603, 109.062, 109.218, 109.000, 109.062, 13712, 1599977, 18750, 1660639
20051219, 200603, 108.984, 109.234, 108.890, 109.062, 12194, 1583315, 13708, 1636127
20051220, 200603, 108.937, 109.000, 108.796, 108.937, 11349, 1559915, 13953, 1600393
20051221, 200603, 108.859, 108.906, 108.671, 108.781, 9143, 1538727, 9319, 1549205
20051222, 200603, 108.796, 109.203, 108.796, 109.156, 17275, 1523605, 17942, 1534298
20051223, 200603, 109.062, 109.609, 109.015, 109.593, 11356, 1553186, 12726, 1565868
20051227, 200603, 109.531, 109.843, 109.437, 109.828, 16186, 1553976, 16952, 1567297
20051228, 200603, 109.656, 109.812, 109.546, 109.578, 11424, 1549156, 11703, 1562467
20051229, 200603, 109.609, 109.656, 109.437, 109.578, 7861, 1512091, 11410, 1527367
20051230, 200603, 109.687, 109.875, 109.390, 109.406, 13991, 1497146, 14084, 1512481

Chicago Board Of Trade (CBOT)
US 10 Year T-Note Historical Data
2005 Cash - Daily

Date, Open, High, Low, Close, Futures Total Vol, Futures Total OI
20050901, 101.875, 102.156, 101.593, 101.718, 66781, 1882073
20050902, 101.875, 102.031, 101.562, 101.656, 29103, 1839956
20050906, 101.718, 101.750, 101.187, 101.187, 64742, 1851137
20050907, 101.312, 101.343, 100.656, 100.875, 59005, 1847386
20050908, 100.843, 101.156, 100.781, 100.843, 86963, 1837660
20050909, 100.843, 101.218, 100.750, 101.031, 49258, 1859367
20050912, 101.000, 101.062, 100.437, 100.593, 51910, 1890146
20050913, 100.625, 101.093, 100.468, 100.937, 47911, 1916449
20050914, 100.906, 101.125, 100.625, 100.625, 40324, 1904087
20050915, 100.656, 100.906, 100.125, 100.250, 45542, 1896849
20050916, 100.281, 100.343, 99.750, 99.781, 34692, 1807265
20050919, 99.875, 100.093, 99.781, 99.968, 34348, 1800588
20050920, 100.000, 100.125, 99.562, 100.000, 45651, 1717781
20050921, 99.968, 100.656, 99.968, 100.656, 46933, 1635595
20050922, 100.562, 100.968, 100.468, 100.500, 15714, 1576551
20050923, 100.562, 100.562, 99.937, 99.968, 20873, 1570901
20050926, 100.000, 100.000, 99.562, 99.625, 15522, 1597825
20050927, 99.625, 99.875, 99.406, 99.687, 23966, 1585030
20050928, 99.562, 99.968, 99.437, 99.906, 22386, 1581145
20050929, 99.875, 100.062, 99.562, 99.562, 30027, 1613170
20050930, 99.625, 99.750, 99.250, 99.343, 20888, 1591621

CBOT is a registered trademark of the Chicago Board of Trade

Data Notes

 

All data is in Daily format, day sessions unless otherwise noted. Prices shown are in US dollars.

All data includes at least the Open, High, Low, Close, Volume, Open Interest, Total Volume, Total Open Interest for each trading day unless otherwise noted.

All Futures Contract data goes from the first day of trading to last.

Data is updated through the end of the previous trading week unless otherwise noted.

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Exchange Contract Specifications

Contract Size: One U.S. Treasury note having a face value at maturity of $100,000 or multiple thereof.

Tick Size: Minimum price fluctuations shall be in multiples of one-half of one thirty-second (1/32) point per 100 points ($15.625 rounded up to the nearest cent per contract) except for intermonth spreads, where minimum price fluctuations shall be in multiples of one-fourth of one thirty-second point per 100 points ($7.8125 per contract).  Par shall be on the basis of 100 points.  Contracts shall not be made on any other price basis.

Price Quote: Points ($1,000) and one half of 1/32 of a point; i.e., 84-16 equals 84 16/32, 84-165 equals 84 16.5/32.

Active Contract Months: Mar, Jun, Sep, Dec.

Last Trading Day: Seventh business day preceding the last business day of the delivery month. Trading in expiring contracts closes at noon, Chicago time, on the last trading day.

Trading Hours: Open Auction: 7:20 am - 2:00 pm, Chicago time, Monday - Friday. Electronic: 6:00 pm - 4:00 pm, Chicago time, Sunday - Friday.

Daily Price Limit: None.


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