CRB Index Futures

Contract The CRB Futures Price Index

Contract Quote: Index points, e.g., 215.00, 215.05

Contract Size: $500 x Index futures level (e.g., futures at 215.00 are valued at $107,500: $500 x 215.00)

Trading Cycle: March, May, July, September, December

Trading Hours: 9:1 0 a.m. - 2:45 p m. (NY. time) except that trading in all contract months, on the last trading day of each expiration month, will end at 3:15 p.m.

Min. Price Fluct. .05 (5 basis Points) = $25.00

Daily Price Limits: None

Position limits: 5,000 contracts net long or short.

Last Trading Day: The third business day of the expiration month,

Contract Settlement: Settlement at contract maturity is by cash payment.


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