Chicago Commodity Prices - 5 Year T-note Futures Historical Data
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CBOT® 5 YEAR TREASURY NOTES
HISTORICAL DATA

CBOT 5 Year Tnote Historical Data

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Chicago Board Of Trade (CBOT®)
5 Year Treasury Notes (64ths) Historical Data
Specially Priced Data Packages

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CBOT 5 Year T-Notes Jumbo Historical Data Special
Includes all Futures, Front Month and Cash data listed below.
$35.00

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CBOT March 5 Year T-note Futures
Includes the following contracts: 1989-2008 (19 contracts total)
$10.00 Add Data Set To Cart
CBOT June 5 Year T-note Futures
Includes the following contracts: 1988-2008 (19 contracts total)
$10.00 Add Data Set To Cart
CBOT September 5 Year T-note Futures
Includes the following contracts: 1988-2008 (19 contracts total)
$10.00 Add Data Set To Cart
CBOT December 5 Year T-note Futures
Includes the following contracts: 1988-2008 (19 contracts total)
$10.00 Add Data Set To Cart
CBOT 5 Year T-note Futures Data Special
Includes all Futures Contracts listed above
$20.00

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CBOT 5 Year T-note Futures Front Month Data, Roll On Expiration
1988-2007 What Is Front Month Data?
$10.00 Add Data Set To Cart
CBOT 5 Year T-note Futures Front Month Data, Roll On Volume
1988-2007 What Is Front Month Data?
$10.00 Add Data Set To Cart
CBOT Cash 5 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 5 Year T-Note Historical Data
September 2006 Contract - Daily

Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20060703, 200609, 103.328, 103.375, 103.265, 103.375, 2675, 1243623, 2675, 1245227
20060705, 200609, 103.187, 103.218, 102.984, 103.046, 7555, 1269267, 7605, 1270921
20060706, 200609, 103.062, 103.203, 103.062, 103.187, 5607, 1247418, 5609, 1249172
20060707, 200609, 103.171, 103.500, 103.171, 103.390, 4313, 1220943, 4415, 1222955
20060710, 200609, 103.312, 103.406, 103.296, 103.390, 1864, 1235665, 2115, 1237928
20060711, 200609, 103.437, 103.578, 103.421, 103.515, 9151, 1225205, 13053, 1231367
20060712, 200609, 103.375, 103.515, 103.328, 103.515, 5595, 1216609, 6095, 1225361
20060713, 200609, 103.578, 103.687, 103.484, 103.656, 10529, 1209633, 26421, 1229746
20060714, 200609, 103.750, 103.812, 103.656, 103.765, 9101, 1207680, 9836, 1227320
20060717, 200609, 103.703, 103.718, 103.562, 103.687, 2023, 1202343, 2025, 1221934
20060718, 200609, 103.578, 103.593, 103.359, 103.390, 16006, 1223488, 16947, 1242793
20060719, 200609, 103.343, 103.796, 103.187, 103.750, 9445, 1221216, 9995, 1241592
20060720, 200609, 103.671, 103.937, 103.656, 103.921, 7221, 1240991, 7323, 1262195
20060721, 200609, 104.015, 104.078, 103.843, 103.875, 5414, 1231397, 5902, 1253252
20060724, 200609, 103.812, 103.937, 103.812, 103.859, 6916, 1237021, 7006, 1259261
20060725, 200609, 103.906, 103.906, 103.734, 103.781, 2161, 1232896, 2234, 1255428
20060726, 200609, 103.750, 104.015, 103.734, 103.906, 12166, 1280947, 12447, 1303547
20060727, 200609, 103.953, 104.031, 103.843, 103.906, 2345, 1282348, 2561, 1305353
20060728, 200609, 103.859, 104.187, 103.859, 104.171, 7216, 1304224, 7344, 1327653
20060731, 200609, 104.140, 104.234, 104.078, 104.218, 8143, 1328941, 8151, 1353436

Chicago Board Of Trade (CBOT)
US 5 Year T-Note Historical Data
2004 Cash - Daily

Date, Open, High, Low, Close, Futures Total Vol, Futures Total OI
20040802, 99.687, 99.968, 99.656, 99.812, 23678, 1318025
20040803, 99.625, 99.937, 99.625, 99.875, 44273, 1332943
20040804, 99.750, 100.062, 99.750, 99.906, 50006, 1341823
20040805, 99.906, 100.093, 99.875, 100.031, 30897, 1351499
20040806, 100.062, 101.500, 99.812, 101.093, 65354, 1373393
20040809, 99.968, 101.156, 99.968, 100.906, 20673, 1360362
20040810, 100.843, 100.968, 100.468, 100.531, 34185, 1350005
20040811, 100.531, 100.687, 100.468, 100.656, 85925, 1333721
20040812, 99.843, 100.156, 99.843, 100.062, 48169, 1333221
20040813, 100.031, 100.468, 100.031, 100.343, 62315, 1341522
20040816, 100.281, 100.406, 100.093, 100.281, 43389, 1312848
20040817, 100.281, 100.593, 100.156, 100.562, 59038, 1353497
20040818, 100.500, 100.781, 100.343, 100.343, 100925, 1360994
20040819, 100.437, 100.562, 100.375, 100.531, 42693, 1336109
20040820, 100.531, 100.625, 100.343, 100.375, 43081, 1340568
20040823, 100.375, 100.406, 100.125, 100.125, 53136, 1332970
20040824, 100.312, 100.343, 100.000, 100.187, 74068, 1307510
20040825, 100.125, 100.406, 100.093, 100.187, 113263, 1286700
20040826, 100.125, 100.406, 100.062, 100.343, 105389, 1310731
20040827, 100.343, 100.500, 100.281, 100.281, 182144, 1261896
20040830, 100.250, 100.562, 100.250, 100.500, 112982, 1217551
20040831, 100.468, 101.000, 100.468, 100.781, 155792, 1237639

CBOT is a registered trademark of the Chicago Board of Trade

Data Notes

None

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: Last business day of the expiring contract's named expiration month.

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. Trading in expiring contracts closes at noon, Chicago time, on the last trading day

Daily Price Limit: None.


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