Bond futures contract code dtqicdr

Bond futures contract code

11.12.2020

Sheaks49563

Bond Futures. A Bond Future is a contractual obligation for the contract holder to buy or sell a Bond on a specified date at a predetermined price. The buyer (long position) of a Bond Future is obliged to buy the underlying Bond at the agreed price on expiry of the future. CME Group All Products – Codes and Slate. The CME Group Product Slate provides access to most of our products. The searchable and sortable slate links to product contract specifications and also provides the previous day’s volume and open interest data. For asset classes and products not included in the slate, please visit Weather , Real Estate , Interest rate futures contract on a notional long-term US Treasury bond (T-bond) with a remaining term comprised between 15 and 25 years and a nominal coupon of 6%. US T-bond futures are listed on the Chicago Board of Trade (CBOT). Bond futures are contracts that entitle the contract holder to purchase a bond on a specified date at a price determined today. A bond future can be bought on a futures exchange based on a variety The Ultra T-Bond futures contract is the fastest growing interest rate futures product ever introduced by the CME Group exchanges. Adding options to this robust futures market provides even more opportunities for market participants seeking longer-dated, off-balance sheet exposure in Treasury markets.

The Ultra T-Bond futures contract is the fastest growing interest rate futures product ever introduced by the CME Group exchanges. Adding options to this robust futures market provides even more opportunities for market participants seeking longer-dated, off-balance sheet exposure in Treasury markets.

15 Jun 2018 Ticker Symbol, N/A, UB; Clearing code: UBE. Price Limits Trade Unit, One Ultra Treasury Bond futures contract of a specified delivery month. Japanese Government Bond (JGB) Futures are based on bonds issued and backed by the government of Japan. JGB Futures are effective trading and risk management tools for market contracts. Bloomberg Ticker Code, BIA < COMDTY>CT. Contract Base. •. Expiration Month. •. Expiration Year. Table 2 –Expiration Month codes and examples of series names for NIBOR and Government bond Futures.

For years, Euro-BTP Futures have been considered a good hedging instrument also for Spanish government bond portfolios. But market participants are slowly

The table of contract data provides convenient reference to contract specifications relevant to trading those strategies. Most of this information is self-explanatory, and the symbols and codes contained in these tables are mostly per industry standard. However, a few comments are in order. Bond futures are financial derivatives which obligate the contract holder to purchase or sell a bond on a specified date at a predetermined price. A bond future can be bought in a futures exchange CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX. T-Bond Futures. Compared with treasury notes or treasury bonds, t-bonds take the longest time to mature. During the 20-30 years it takes for a t-bond to mature, t-bonds receive coupon payments every six months. The minimum denomination of a t-bond is $1,000 and they are typically sold through auction. Potential users of the European Government Bond Futures Contracts should familiarize themselves with the relevant Contract Terms and Administrative Procedures. Potential users should consider the risks of holding a position until the Last Trading Day of a Contract wherein they shall be buyers or sellers in the delivery process. The Ultra T-Bond futures contract is the fastest growing interest rate futures product ever introduced by the CME Group exchanges. Adding options to this robust futures market provides even more opportunities for market participants seeking longer-dated, off-balance sheet exposure in Treasury markets. Treasury Bond Futures Ultra Treasury Bond Futures; Contract Size: One U.S. Treasury bond having a face value at maturity of $100,000: Deliverable Grades: Treasury bonds with remaining term to maturity of at least 15 years but less than 25 years from the first day of the delivery month.

13 May 2009 Abbreviations included on this page are not only for general information but also to help readers easily decipher symbols and codes used to

Find information for U.S. Treasury Bond Futures Quotes provided by CME Group. Error Code: MEDIA_ERR_SRC_NOT_SUPPORTED. Technical details :.

Interest rate futures contract on a notional long-term US Treasury bond (T-bond) with a remaining term comprised between 15 and 25 years and a nominal coupon of 6%. US T-bond futures are listed on the Chicago Board of Trade (CBOT).

Potential users of the European Government Bond Futures Contracts should familiarize themselves with the relevant Contract Terms and Administrative Procedures. Potential users should consider the risks of holding a position until the Last Trading Day of a Contract wherein they shall be buyers or sellers in the delivery process. In particular, they should familiarize themselves with the use of Price Factors and the EDSP price formation process as these are both constituents of the formula for