Futures us treasury
INDEX NAME, SYMBOL, BLOOMBERG CODE, REUTERS RIC CODE. ICE US 2 Year Treasury Futures Index, USTTWO, USTTWO .USTTWO. ICE US 2 Year The futures contract is marked to market every 6 months. Class Problem: Time 1 Price of the. Underlying 6% Bond Maturing at Time 2. Vuu(1)=?.