The
Chicago Board of Trade (CBOT) will launch the Liquid 50 Credit Default Swap
Index (IG), on the e-CBOT platform on
Please view the following specifications for the Liquid 50 Credit Default Swap
Index (IG):
Ticker Symbol:
Electronic:
CX
QVS Product Grouping:
Promotional
Trading Unit:
1
Liquid 50 Credit Default Swap Index (IG) Futures Contract
Trading Hours:
Electronic:
6:02 p.m. to 4:00 p.m.
Contract Month Cycle:
The first two consecutive contracts in the
March-June-September-December quarterly cycle. For launch, the following months
shall be listed Sep 07; Dec 08 will be listed on Sep 4th.
Min. Price Fluctuation (Revised):
One-one hundredth (1/100) of one point (.01) equal to $5.
Max. Price Fluctuation:
None
Daily Price Limits:
None
Position Limits:
500 contracts in all months.
Last Trading Day:
Two
business days preceding the third Wednesday of the Delivery Month
Time of Expiration on Last Trading
Day:
4:00
p.m.
Delivery Standards/Exercise
Procedures:
Cash
Settled
ITC Fractional Indicator:
2
ITC Price Formats:
0003000
0003001
0003002
0003003
Final Special Settlement ITC Price
Format
0030010
Please contact the Market Data
Vendor Help Desk at (312) 341-3163 or cbotvendorsupport@cbot.com , if you have any questions.
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