| Underlying Instrument |
$100 x Index Value of Barclays Capital Aggregate Bond Index. (Barclays Capital also publishes a “Since Inception Total Return Index” equal to (Index Value – 100).) |
Tick Size
(minimum fluctuation) |
0.20 Index Value points = $20 per contract |
| Contract Months |
March, June, September and December (March quarterly cycle) |
| Last Trading Day |
Last business day of the contract month. Trading in expiring contracts closes at 2:00 p.m. on the last trading day. |
| Final Settlement |
Cash settled based on closing Index Value on the last trading day, measured in points and hundredths (1/100 or 0.01) of points.
Final settlement occurs on the business day following the last trading day. |
| Position Limits |
Current Position Limits |
| Block Minimum |
Block Trading Minimums |
| All or None Minimum |
All or None Minimums |
| Rulebook Chapter |
CME Chapter 435 |
Trading Hours
(All times listed are Central Time) |
OPEN OUTCRY
n/a - Traded exclusively on CME Globex
CME GLOBEX
SUN - FRI: 5:00 p.m. - 4:00 p.m. CT
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| Ticker Symbol |
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| Exchange Rule |
These contracts are listed with, and subject to, the rules and regulations of CME. |
