| CME Lehman Brothers U.S. Aggregate Index Futures Futures |
| Trade Unit |
$100 times the CME Lehman Brothers U.S. Aggregate Index |
| Point Descriptions |
1 point = 1 index points = $100.00 |
| Contract Listing |
TBD number of months in the March quarterly cycle. Mar, Jun, Sep, Dec. |
| Strike Price Interval |
N/A |
| Product Code |
Clearing = LBA
Ticker = LBA
|
| Trading Venue: CME® Globex® |
| Hours |
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. |
| Listed |
The Lead month in the Quarterly cycle |
| Strike |
N/A |
| Limits |
Price limit corresponding to a 5% INCREASE or DECREASE from the Prior Settlement Price |
| Minimum Fluctuation |
Regular |
0.20= $20.00 |
