Adjusted Interest Rate FTSE-100 Total Return Declared Dividend (SONIA)
Futures
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend (SONIA) Futures - Contract Specs
| Contract Unit | £10 x Adjusted Interest Rate FTSE 100 Futures Price |
|---|---|
| Price Quotation | GBP per index point |
| Trading Hours | CME Globex: Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT BTIC: Sunday - Friday 5:00 p.m. CT - 4:30 p.m. prevailing London Time (10:30 a.m. CST/11:30 a.m. CDT) CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday 5:45 p.m. - 6:00 p.m. CT. BTIC: Sunday 5:00 p.m. CT - Monday 4:30 p.m. prevailing London Time (10:30 a.m. CST/11:30 a.m. CDT); Monday - Friday 6:00 p.m. CT - 4:30 p.m. prevailing London Time (10:30 a.m. CST/11:30 a.m. CDT) |
| Minimum Price Fluctuation | 0.01 index point = 0.10 GBP BTIC (AFT): 0.50 basis points |
| Product Code | CME Globex: AFR CME ClearPort: AFR Clearing: AFR BTIC: AFT |
| 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 | Trading terminates at 4:15/5:15 a.m. CT on the 3rd Friday of the quarterly contract. BTIC: Trading terminates on the business day before LTD of underlying future. |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Price Limit or Circuit | |
| Vendor Codes |
