10-Year Treasury Note Futures (September 2026) (ZNU6) Probability Analysis

Probability analysis extracts the risk-neutral probability distribution implied by option prices. It shows the market-implied likelihood of the underlying reaching various price levels by expiration.

10-Year Treasury Note Futures (September 2026) (ZNU6) operates in the Interest-Rate Futures sector, specifically the Interest-Rate Futures industry, listed on CBOT. 10-Year Treasury Note Futures September 2026 contract: CBOT 10-Year Treasury Note futures (ZN): the most liquid US Treasury futures contract, used for duration hedging and curve trading.

Probability analysis extracts the market-implied distribution of future prices from options data. No recent options activity for ZNU6 as of 2026-09-13; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how risk-neutral density is reported and how to read the data →