CME Group Barclays U.S. Aggregate Bond Index

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this contract was delisted on June 8, 2015.


CME Group Barclays U.S. Aggregate Bond Index futures
Exchange CME Group
Settlement Cash settled
Contract Size $100 times the index value of Barclays U.S. Aggregate Bond Index.
Pricing Unit Need pricing unit!
Tick Value 0.20 Index Value points = $20 per contract
Contract Months Mar, Jun, Sep, Dec
Last Trading Day Last business day of the contract month. Trading in expiring contracts closes at 2:00 p.m. on the last trading day.
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Trades on Globex Exclusively SUN - FRI: 5:00 p.m. - 4:00 p.m. CT
Ticker Symbol N/A LBA
Price Limits N/A Price limit corresponding to a 5% increase or decrease from the prior settlement price.

Notes[edit]

Resources[edit]

CME Group Lehman Brothers U.S. Aggregate Index Contract Specifications