Bloomberg US Large Cap Index Future
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The Bloomberg US Large Cap Index is a float market-cap-weighted benchmark of the 500 most highly capitalized US companies. It is offered in futures trading as Micro and Nano forms.[1] Bloomberg US Large Cap is a product of FairX.
| Nano Bloomberg US Large Cap Index Futures | |||
|---|---|---|---|
| Contract Unit | $100 x NBF Index (~20-point level/~$2,000 notional) | ||
| Trading Hours | Sunday-Friday 6pm-5pm ET | ||
| Minimum Price Increment | 0.01 index points = $1.00 | ||
| Product Code | B5 | ||
| Listed Contracts | Quarterly contracts (Mar, Jun, Sep, Dec) | ||
| Settlement | Financially Settled | ||
| Termination Of Trading | Trading terminates at 4pm ET on the 3rd Thursday of the contract month | ||
| Micro Bloomberg US Large Cap Index Futures | |||
|---|---|---|---|
| Contract Unit | $10 x MBF Index (~2,000-point level)/~$20,000 notional) | ||
| Trading Hours | Sunday-Friday 6pm-5pm ET | ||
| Minimum Price Increment | 0.10 index points = $1.00 | ||
| Product Code | LB5 | ||
| Listed Contracts | Quarterly contracts (Mar, Jun, Sep, Dec) | ||
| Settlement | Financially Settled | ||
| Termination Of Trading | Trading terminates at 4pm ET on the 3rd Thursday of the contract month | ||
Notes[edit]
References[edit]
- ↑ Bloomberg US Fact Sheet. FairX.