Adjusted Interest Rate Nasdaq-100 Total Return (EFFR)
Futures
Adjusted Interest Rate Nasdaq-100 Total Return (EFFR) Futures - Contract Specs
| Contract Unit | $10 x Adjusted Interest Rate Nasdaq-100 Total Return Index® Futures Price |
|---|---|
| Price Quotation | U.S. dollars and cents per Index Point |
| Trading Hours | CME Globex: BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET (5:00 p.m. - 3:00 p.m. CT) Monday - Thursday 5:00 p.m. - 6:00 p.m. ET daily maintenance period CME ClearPort: Sunday 6:00 p.m. - Friday 6:45 p.m. ET with no reporting Monday - Thursday from 6:45 p.m. - 7:00 p.m. ET BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET. BTICs for the following trading day can be submitted after 7:00 p.m. ET (6:00 p.m. CT) |
| Minimum Price Fluctuation | 0.01 index point = $0.10 BTIC (AQT): 0.50 basis points |
| Product Code | CME Globex: AQR CME ClearPort: AQR Clearing: AQR BTIC: AQT |
| Listed Contracts | Quarterly contracts listed for the 9 nearest quarters on the March Quarterly cycle (March, June, September, and December) and 5 additional December contract months. |
| Settlement Method | Financially Settled |
| Termination of Trading | BTIC Trading terminates on the business day prior to the 3rd Friday of the contract month. Trading terminates at 9:30 a.m. ET (8:30 a.m. CT) on the 3rd Friday of the contract month. |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Price Limit or Circuit | |
| Vendor Codes |
