CME Group 13-Week T-Bill

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13-Week T-Bill futures
Exchange CME Group
Settlement Cash settled
Trade Unit 3-month (13-week) U.S. Treasury Bills having a face value at maturity of $1,000,000
Point Value Need point value!
Tick Value Regular: 0.005 = $12.50
Contract Months Mar, Jun, Sep, Dec, Four months in March quarterly cycle plus 2 months not in the March cycle (serial months).
Last Trading Day Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Hol 5:00 p.m.-4:00 p.m.
Ticker Symbol N/A TB
Price Limits N/A 2.00 index points above or below the Reference RTH Price.
 
13-Week T-Bill options
Trade Unit One futures contract
Point Value ½ point = .005 = $12.50
Tick Value Regular: 0.005 = $12.50

Cab: 0.005 = $12.50

Option Months Mar, Jun, Sep, Dec, Four months in March quarterly cycle plus 2 months not in the March cycle (serial months).
Strike Prices Need strike price description!
Option Expiration Day Need OED rules!
  No Open Outcry Electronic
Trading Hours N/A 7:20 a.m.-2:00 p.m. LTD-quarterly 12:00 p.m.
Ticker Symbol N/A
  • Clearing: Calls/Puts = T1
  • Ticker: Puts = PQ Call = CQ
Price Limits N/A N/A

Notes

Resources

CME Group 13-Week T-Bill Contract Specifications

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