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| FUTURES |
EXCH |
SIZE |
MONTHS TRADED |
LOCAL TRADING HOURS |
| Interest Rates: |
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|
|
| Austral. Govt. Bond–10Yr. |
SFE |
A$100,000 |
H, M, U, Z |
8:32–16:30 (p) |
| Austral. Govt. Bond–3Yr. |
SFE |
A$100,000 |
H, M, U, Z |
8:30–16:30 (q) |
| Bank Bill–90-day |
NZFOE |
NZ$1,000,000 |
H, M, U, Z |
8:30–16:30; 17:40–7:00 |
| Bank Bill–90-day |
SFE |
A$1,000,000 |
H, M, U, Z |
8:28–16:30; 17:08–7:30 (dd) |
| Can. Bankers Acceptance |
ME |
C$1,000,000 |
All 12 months |
6:00–7:45; 8:00–15:00; curb until 16:00 |
| Can. Govt. Bond–2Yr. |
ME |
C$200,000 |
H, M, U, Z |
6:00–8:05; 8:20–15:00; curb until 16:00 |
| Can. Govt. Bond–10Yr. |
ME |
C$100,000 |
H, M, U, Z |
6:00–8:05; 8:20–15:00; curb until 16:00 |
| Euribor (3-mo.) |
EUREX |
1000000 |
H, M, U, Z |
8:00–19:00 |
| Euribor (3-mo.) |
LIFFE |
1000000 |
All 12 months |
LIFFE CONNECT 1:00–21:00 |
| Euro BOBL |
EUREX |
100000 |
H, M, U, Z |
8:00–22:00 |
| Euro Buxl |
EUREX |
100000 |
H, M, U, Z |
8:00–22:00 |
| Euro Bund |
EUREX |
100000 |
H, M, U, Z |
8:00–22:00 |
| Eurodollar |
CME® |
$1,000,000 |
All 12 months |
7:20–14:00; Globex® 17:00–16:00 (d) |
| Eurodollar |
LIFFE |
$1,000,000 |
All 12 months |
LIFFE CONNECT 7:00–21:00 |
| Eurodollar |
SGX |
US$1,000,000 |
All 12 months |
Elec. 7:45–19:00; MOS 21:20–4:00 |
| Eurodollar-mini-sized |
CBT |
$500,000 |
H, M, U, Z |
electronic 18:00–16:00 (i) |
| Euro Schatz |
EUREX |
100000 |
H, M, U, Z |
8:00–22:00 |
| Euro Swapnotes®-2 yr. |
LIFFE |
100000 |
H, M, U, Z |
LIFFE CONNECT 7:00–18:00 |
| Euro Swapnotes®-5/10 yr. |
LIFFE |
100000 |
H, M, U, Z |
LIFFE CONNECT 7:00–18:00 |
| Euroswiss (3-mo.) |
LIFFE |
SF1,000,000 |
H, M, U, Z |
LIFFE CONNECT 7:30–18:00 |
| EuroYen |
CME® |
¥100,000,000 |
H, M, U, Z |
7:20–14:00;Globex®17:00–16:00; MOS 21:20-4:00 |
| EuroYen (LIBOR) |
SGX |
¥100,000,000 |
H, M, U, Z |
Elec. 7:40-19:05; 20:00–22:55 |
| EuroYen (TIBOR) |
SGX |
¥100,000,000 |
H, M, U, Z |
Elec. 7:40-19:05;20:–22:55 |
| EuroYen (3-mo.) |
TFX |
¥100,000,000 |
H, M, U, Z |
8:45-11:30; 12:30-15:30; 15:30-20:00 |
| Fed. Funds-30 day |
CBT |
$5,000,000 |
All 12 months |
7:20–14:00; electronic 18:01–16:00 (i) |
| HIBOR (3-mo.) |
HKEx |
HK$5,000,000 |
All 12 months |
8:30–12:00; 13:30–17:00 |
| ID x U.S. Dollar Spread |
BM&F |
US$pt. value x unit price |
See exchange |
GTS 9:00-16:00; after-hours 16:45-18:00 |
| Interbank Cash-30 day |
SFE |
A$3,000,000 |
All 12 months |
8:34–16:30 (ee) |
| Interbank Deposit (1-day) |
BM&F |
R$pt. value x unit price |
See exchange |
10:00-16:00; GTS 9:00–16:00 (b); break 13:00–14:30; after-hours 16:45–18:00 |
| Japanese Govt. Bond |
LIFFE |
¥100,000,000 |
H, M, U, Z |
LIFFE CONNECT 7:00–16:00 |
| Jap. Govt. Bonds-mini |
SGX |
¥10,000,000 |
H, M, U, Z |
Elec. 7:45–17:15; 18:30–22:55 |
| Jap. Govt. Bonds (5/10-yr.) |
TSE |
¥100,000,000 |
H, M, U, Z |
9:00–11:00; 12:30–15:10 (s) |
| Korean T-Bond-3 Yr |
KOFEX |
KRW 100million |
H, M, U, Z |
9:00–15:00 |
| LIBOR (1-mo.) |
CME® |
$3,000,000 |
All 12 months |
7:20–14:00; Globex® 17:00–16:00 (d) |
| Long Gilt |
LIFFE |
£100,000 |
H, M, U, Z |
LIFFE CONNECT 8:00–18:00 |
| Overnight Repo Rate-30 day |
ME |
C$5,000,000 |
All 12 months |
6:00–7:45; 8:00–15:00; curb until 16:00 |
| Short Sterling |
LIFFE |
£500,000 |
All 12 months |
LIFFE CONNECT 7:30–18:00 |
| Singapore Dollar |
SGX |
S$1,000,000 |
All 12 months |
Elec. 8:45–17:00 |
| Swapnotes®-¥ 5 yr./10 yr. |
TFX |
¥10,000,000 |
H, M, U, Z |
9:00–11:30; 12:30–15:30; 15:30–18:00 |
| Swaps 5 yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 18:03–16:00 (i) |
| Swaps 10 yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 18:03–16:00 (i) |
| Swaps-2yr. |
CME® |
$500,000 |
H, M, U, Z |
Globex® 17:00–16:00 (d) |
| Swaps-5 yr. |
CME® |
$200,000 |
H, M, U, Z |
7:20–14:00; Globex® 17:00–16:00 (d) |
| Swaps-10 yr. |
CME® |
$100,000 |
H, M, U, Z |
7:20–14:00; Globex® 17:00–16:00 (d) |
| Swaps 5 yr./10 yr. |
TFX |
¥10,000,000 |
H, M, U, Z |
9:00-11:30; 12:30-15:30; 15:30-18:00 |
| U.S. T-Bonds-30 Yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 18:00–16:00 (i) |
| U.S. T-Bonds-30 Yr. |
USFE |
$100,000 |
H, M, U, Z |
19:00–16:00 |
| U.S. T-Notes-10 Yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 18:00–16:00 (i) |
| U.S. T-Notes-10 Yr. |
USFE |
$100,000 |
H, M, U, Z |
7:00–16:00 |
| U.S. T-Notes-2 Yr. |
CBT |
$200,000 |
H, M, U, Z |
7:20–14:00; electronic 18:01–16:00 (i) |
| U.S. T-Notes-2 Yr. (Jumbo) |
USFE |
$1,000,000 |
H, M, U, Z |
7:00–16:00 |
| U.S. T-Notes-5 Yr. |
CBT |
$100,000 |
H, M, U, Z |
7:20–14:00; electronic 18:00–16:00 (i) |
| U.S. T-Notes-5 Yr. |
USFE |
$100,000 |
H, M, U, Z |
19:00–16:00 |
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| |
| FUTURES |
EXCH |
SIZE |
MONTHS TRADED |
LOCAL TRADING HOURS |
| Interest Rates: |
|
|
|
|
| Austral. Govt. Bond 3-yr. |
SFE |
1 SFE Australian Govt. Bond-3 Yr. contract |
H, M, U, Z |
8:30–16:30; 17:10–7:30 (p) |
| Austral. Govt. Bond 10-yr. |
SFE |
1 SFE Australian Govt. Bond-10 Yr. contract |
H, M, U, Z |
8:32–16:30; 17:12–7:30 (p) |
| Bank Bill-90 day |
SFE |
1 SFE 90-day Bank Accepted Bill contract |
All 12 months |
8:28–16:30; 17:08–7:30 (p) |
| Banker’s Accpt.-Can. 3 mo. |
ME |
1 ME 3-mo. Can. Banker’s Accpt. Contract |
H, M, U, Z |
8:00–15:00 |
| Euribor (3-mo.) |
LIFFE |
1 LIFFE 3-mo. Euribor contract |
All 12 months |
LIFFE CONNECT 7:02–18:00 |
| Euribor 1-yr. Midcurve |
LIFFE |
1 LIFFE Euribor contract |
All 12 months |
LIFFE CONNECT 7:02–18:00 |
| Euro BOBL |
EUREX |
1 EUREX Euro BOBL contract |
All 12 months |
8:00–19:00 |
| Euro Bund |
EUREX |
1 EUREX Euro Bund contract |
All 12 months |
8:00–19:00 |
| Eurodollars |
CME® |
1 CME® Eurodollar contract |
All 12 months |
7:20–14:00; Globex® 17:00-16:00 (d) |
| Eurodollar 1-/2-/5-Yr. MidCurve |
CME® |
1 CME® Eurodollar contract |
All 12 months |
7:20–14:00; Globex® 17:00-16:00 (d) |
| Euro Schatz |
EUREX |
1 EUREX Euro Schatz contract |
All 12 months |
8:00–19:00 |
| Euro Swiss Franc 3-mo. |
LIFFE |
1 LIFFE Euro Swiss Franc 3-mo. contract |
All 12 months |
LIFFE CONNECT 7:32–18:00 |
| Fed Fund Binary |
CBT |
$1,000 fixed payout |
All 12 months |
electronic 18:00–16:00 |
| Fed. Funds-30 day |
CBT |
1 CBT 30 day Fed. Funds contract |
All 12 months |
7:20–14:00; electronic 18:02–16:00 (i) |
| Japanese Govt. Bonds (all) |
TSE |
1 TSE Japanese Govt. Bond contr |
All 12 months |
9:00–11:00; 12:30–15:00; 15:30–18:00 |
| Short Sterling |
LIFFE |
1 LIFFE Short Sterling contract |
H, M, U, Z |
LIFFE CONNECT 7:32–18:00 |
| Short Sterling-Mid-Curve |
LIFFE |
1 LIFFE Short Sterling contract |
All 12 months |
LIFFE CONNECT 7:32–18:00 |
| T-Bonds-3-Yr. (Overnight) |
SFE |
1 SFE 3-Yr. T-Bond contract (overnight) |
H, M, U, Z |
17:10–7:30 (p) |
| T-Bonds-10-Yr. (Overnight) |
SFE |
1 SFE 3-Yr. T-Bond contract (overnight) |
H, M, U, Z |
17:12–7:30 (p) |
| T-Bonds-3-Yr. (Intra-Day) |
SFE |
1 SFE 3-Yr. T-Bond contract |
H, M, U, Z |
8:30–16:10 |
| U.S. T-Bonds-30 Yr. |
CBT |
1 CBT 30-Yr. T-Bond contract |
All 12 months |
7:20–14:00; electronic 18:02–16:00 (i) |
| U.S. T-Bonds-30 Yr. |
USFE |
1 USFE T-Bond contract |
All 12 months |
7:00–16:00 |
| U.S. T-Notes-2 Yr. |
CBT |
1 CBT 2-Yr. T-Note contract |
All 12 months |
7:20–14:00; electronic 18:02–16:00 (i) |
| U.S. T-Notes-2 Yr. ( Jumbo) |
USFE |
1 USFE 2-Yr. Jumbo T-Note contract |
All 12 months |
7:00–16:00 |
| U.S. T-Notes-5 Yr. |
CBT |
1 CBT 5-Yr. T-Note contract |
All 12 months |
7:20–14:00; electronic 18:02–16:00 (i) |
| U.S. T-Notes-5 Yr. |
USFE |
1 USFE 5-Yr. T-Note contract |
All 12 months |
7:00–16:00 |
| U.S. T-Notes-10Yr. |
CBT |
1 CBT 10-Yr. T-Note contract |
All 12 months |
7:20–14:00; electronic 18:02–16:00 (i) |
| U.S. T-Notes-10Yr. |
USFE |
1 USFE 10-Yr. T-Note contract |
All 12 months |
7:00–16:00 |
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