- Rule Number
1245
- Contract Symbol
IBOXX EUR Corp
- Currency
USD
- Min Notional
Order Book: 5,000,000
Block Trades: In accordance with Rule 701(k)
All other execution methods: As agreed by counterparties
- Max Notional
Order Book: 100,000,000
All other execution methods: As agreed by counterparties
- Min Notional Increment
Order Book: 5,000,000
All other execution methods: As agreed by counterparties
- Contract Series
March, June, September and December; up to 16 months listed at all
times
- Price Quotation
Basis Points
- Minimum Price Fluctuation
0.125 basis points
- First Trading Day
Date of contract listing
- Last Trading Day
20th calendar day of the Contract Month.
- Position Limit
None
- Daily Price Limit
None
- Off Exchange Trade Types
Yes
- NCR and RL
Variable by contract type and price. See Error Trade Policy for
more details.
- MIC Code
- ICES
- Clearing Venues
- Bilateral