Contract Specifications:GS,LIFFE | Trading Unit: | £100,000 nominal value notional Gilt with 7% coupon | | Tick Size: | 0.01 = £10 | | Quoted Units: | index points | | Initial Margin: | $2,351 Maint Margin: $2,351 | | Contract Months: | Mar, Jun, Sep, Dec | | First Notice Day: | Not applicable (cash settled contract) | | Last Trading Day: | 11.00 a.m. London UK time, two business days prior to the last business day in the delivery month. | | Trading Hours: | 8:00 A.M. - 4:15 P.M. London U.K. time
Electronic 4:22 p.m. - 6.00 p.m. London UK time | | Daily Limit: | none | |