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

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