UK ICEU:H 5-Year UK Medium Gilt Futures prices chart




5-Year UK Medium Gilt futures (ICEU:H) :
Deliverable futures contract on UK Gilts with maturities 4 years to 6 years and 3 months.

Trading Screen Product Name: Medium Gilt Future
Trading Screen Hub Name: ICEU
Commodity Code: H, Physical: H, Logical: H

Maturities: 4 years to 6 years (September 2011 delivery month). 4 years to 6 years and 3 months (December 2011 delivery month onwards)

Unit of Trading: £100,000 nominal value notional Gilt with 4% coupon (December 2011 delivery month onwards)

Quotation: Per £100 nominal
Minimum Price Fluctuation: 0.01 (£10)

Exchange Delivery Settlement Price: The London market price at 11:00 on the second business day prior to Settlement Day. The invoicing amount in respect of each Deliverable Gilt is to be calculated by the price factor system. Adjustment will be made for full coupon interest accruing as at Settlement Day.

Delivery Months: March, June, September, December, such that the nearest two delivery months are available for trading.

Delivery Date: Any business day in delivery month (at seller’s choice)

Last Trading Day:
(1) Two business days prior to the last business day in the delivery month.
(2) On the Last Trading Day, trading in the front delivery month will cease at 11:00.

Trading Hours:
(1) London 08:00 - 18:00 (pre-open 06:03)
(2) New York 03:00 - 13:00 (pre-open 01:03)
(3) Singapore 15:00 - 01:00 (pre-open 13:03)