| Bond | Symbol | Spread | IM Factor (Margin Req) | Trading Hours | Contract Months | Last Dealing Day | Basis of Settlement | Min / Max Size | Tick Factor† | Example Price | Last Update |
| BTP Italian Government Bonds | FBTPxx | 0.04 (i.e. 4 with trade per 0.01) plus underlying futures bid/offer | 2.5% |
UK 07:00 - 18:00 Local 08:00 -19:00
|
Mar, Jun, Sep, Dec
|
1 Business day prior to underlying's last trade date at 19:00 CET.
|
EUREX™ official settlement price on GFTs last day of dealing.
| 1 / 500 | 0.01 | 100.11 | 23/09/2011 |
| Euro Bund | FGBLxx | 0.03 (i.e. 3 with trade per 0.01) | 1% |
UK 7:00 - 21:00 Local 8:00 - 22:00
|
Mar, Jun, Sep, Dec
|
1 Business day prior to underlying's last trade date at 17:15 CET.
|
EUREX official settlement price on GFTs last day of dealing
| 1 / 500 | 0.01 | 123.83 | 08/06/2011 |
| Euro-BOBL | FGBMxx | 0.015 (i.e. 3 with trade per 0.005) | 1% |
UK 7:00 - 21:00 Local 8:00 - 22:00
|
Mar, Jun. Sep, Dec
|
1 Business day prior to underlying's last trade date at 17:15 CET.
|
EUREX official settlement price on GFTs last day of dealing
| 1 / 500 | 0.005 | 116.545 | 08/06/2011 |
| Euro-Schatz | FGBSxx | 0.01 (i.e. 2 with trade per 0.005) | 1% |
UK 7:00 - 21:00 Local 8:00 - 22:00
|
Mar, Jun. Sep, Dec
|
1 Business day prior to underlying's last trade date at 17:15 CET.
|
EUREX official settlement price on GFTs last day of dealing
| 1 / 500 | 0.005 | 108.305 | 08/06/2011 |
| Japan Government Bonds Futures | JGBxx | 0.08 (i.e. 8 with trade per 0.01) | 2% |
07:45 - 17:10, 18:30 - 02:00 Singapore time
|
Mar, Jun, Sep, Dec
|
Underlying’s last trade date at 14:10 Singapore Time
|
SGX Mini JGB official settlement price on GFT’s last dealing day
| 1 / 500 | 0.01 | 137.63 | 11/05/2012 |
| UK Gilt | FLGxx | 0.03 (i.e. 3 with trade per 0.01) | 2% |
8:00 - 18:00 UK Time
|
Mar, Jun, Sep, Dec
|
1 Business day prior to underlying's first notice date at 16:15 London Time.
|
Euronext.LIFFE official settlement price on GFTs last day of dealing
| 1 / 500 | 0.01 | 108.305 | 08/06/2011 |
| US 10 YR Treasury Note (decimalised) | TYxx | 0.06 (i.e. 6 with trade per 0.01) | 2% |
17:00 - 16:00 ET-1
|
Mar, Jun, Sep, Dec
|
1 Business day prior to underlying's first notice date at 14:00 ET-1.
|
CBOT official settlement price on GFTs last day of dealing
| 1 / 500 | 0.01 | 124.27 | 18/11/2011 |
| US 2 YR Treasury Note (decimalised) | TUxx | 0.06 (i.e. 6 with trade per 0.01) | 2% |
17:00 - 16:00 ET-1
|
Mar, Jun, Sep, Dec
|
1 Business day prior to underlying's first notice date at 14:00 ET-1.
|
CBOT official settlement price on GFTs last day of dealing
| 1 / 500 | 0.01 | 108.93 | 18/11/2011 |
| US 5 YR Treasury Note (decimalised) | FVxx | 0.06 (i.e. 6 with trade per 0.01) | 2% |
17:00 - 16:00 ET-1
|
Mar, Jun, Sep, Dec
|
1 Business day prior to underlying's first notice date at 14:00 ET-1.
|
CBOT official settlement price on GFTs last day of dealing
| 1 / 500 | 0.01 | 118.81 | 18/11/2011 |
| US T-Bond (decimalised) | USxx | 0.06 (i.e. 6 with trade per 0.01) | 2% |
17:00 - 16:00 ET-1
|
Mar, Jun, Sep, Dec
|
1 Business day prior to underlying's first notice date at 14:00 ET-1.
|
CBOT official settlement price on GFTs last day of dealing
| 1 / 500 | 0.01 | 129.57 | 18/11/2011 |