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Bund Contract Spec

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  • Bund Contract Spec

    Value per 0.01 point = 10 euros
    Delivery months = March, June, September, December
    Last trading day = Two exchange trading days prior to the delivery day of the relevant delivery month. Trading in the contract for this delivery month ceases at 11:30 p.m. UK
    Minimum tick movement = 0.01 point
    Trading hours : 7am to 6pm UK time.

    IB Ticker Symbol = GBL-200312-DTB (December contract)

    e_Signal symbol = GB Z3-DT (Dec)

    IB charges: Data feed is 8 euros a month, commissions are 2 euros a side. Initial margin requirement is 1000 euros.

    Average monthly volume is roughly around 16 and a half million contracts, so very liquid. Spread rarely goes above 0.01 points.

    EurexContract
    Helen
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