CBOT Bund: 123.564
CBOT Bobl: 115.302
CBOT Schatz: 106.990
The final settlement price for each expiring futures contract is based on volume-weighted median price calculations for the contracts underlying reference securities, prepared and furnished to the Chicago Board of Trade by FT Interactive Data Corporation.
For more information regarding the calculation of these settlements, please refer to the attached spreadsheet.
For a detailed description of procedures for determination of contract final settlement price, please refer to
CBOT Bund, Bobl, and Schatz Futures: An Explanation of Daily and Final Settlement Procedures.
If you have questions or comments regarding this document, please contact:
Frederick Sturm (312-347-5235, fsturm@cbot.com )
Jonathan Kronstein (312-435-7162, jkronstein@cbot.com )
Ingrid Mele (312-435-7215, imele@cbot.com )
Leo Murphy (312-435-3755, lmurphy@cbot.com )
The information in this document, although taken from sources believed to be reliable, does not constitute investment advice and is not guaranteed by the Chicago Board of Trade as to its accuracy or completeness, nor any trading result, and is intended for purposes of information and education only. The Rules and Regulations of the Chicago Board of Trade should be consulted as the authoritative source of all current contract specifications and regulations.
