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CME Barclays Capital U.S. Aggregate Bond Index Futures
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CME Barclays Capital U.S. Aggregate Index Bond Futures
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
Ticker Symbol OPEN OUTCRY n/a
CME GLOBEX LBA
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.