Bloomberg High Yield Duration-Hedged Credit

Futures
Globex Code
DHYM5
Last
-
Change
-
Volume
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Bloomberg High Yield Duration-Hedged Credit Futures - Contract Specs

Effective Sunday 16 March 2025 for trade date Monday 17 March 2025, and pending all relevant regulatory review periods, please be advised that CBOT will launch Bloomberg High Yield Duration-Hedged Credit Futures. 
Contract Unit
$750 times the Bloomberg U.S. Corporate High Yield Very Liquid Duration-Hedged Index
Price Quotation
U.S. dollars and cents per index point
Trading Hours
CME Globex:
Sunday - Friday 5:00 p.m. - 4:00 p.m. with a 60-minute break each day beginning at 4:00 p.m.

BTIC: Sunday - Friday 5:00 p.m. - 3:00 p.m. with a 60-minute break each day beginning at 4:00 p.m.
CME ClearPort:
Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. - 6:00 p.m. CT

BTIC: Sunday 5:00 p.m. - Monday 8:30 a.m. CT. Monday - Thursday 10:00 a.m. - 4:00 p.m. CT and 5:00 p.m. - 8:30 a.m. ET.
Minimum Price Fluctuation
CME Globex:
Outright: 0.02 index points = $15.00
BTIC: 0.01 index points = $7.50
Calendar Spread: 0.01 index points = $7.50
CME ClearPort:
Outright & Calendar Spread: 0.01 index points = $7.50
BTIC: 0.01 index points = $7.50
Daily Settle: 0.02
Final Settle: 0.0001 index points = $0.075
Product Code
CME Globex: DHY
CME ClearPort: DHY
Clearing: DHY
BTIC: DHYT
Listed Contracts
Nearest 3 March Quarterly months
Settlement Method
Financially Settled
Termination of Trading
Trading terminates at 3:00 p.m. CT on the business day before 3rd Wednesday of contract month.

BTIC: Trading terminates at 3:00 p.m. CT on the 2nd business day before 3rd Wednesday of the contract month.
Settlement Procedures
Position Limits
Exchange Rulebook
CBOT 93
Block Minimum
Price Limit or Circuit
None
Vendor Codes

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