CME Group Lehman Brothers U.S. Aggregate Index
From MarketsWiki
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| Lehman Brothers U.S. Aggregate Index futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | $100 times the CME Lehman Brothers U.S. Aggregate Index. | |
| Point Value | Need point value! | |
| Tick Value | 1 point = 1 index points = $100.00 | |
| Contract Months | Mar, Jun, Sep, Dec | |
| Last Trading Day | Need LTD rules! | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Trades on Globex Exclusively. Mon/Thurs 5:00 p.m.-4:00 p.m. ; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-4:00 p.m. LTD-5:00 a.m. |
| Ticker Symbol | N/A | LBA |
| Price Limits | N/A | Price limit corresponding to a 5% increase or decrease from the prior settlement price. |
Notes
Resources
CME Group Lehman Brothers U.S. Aggregate Index Contract Specifications
