German Government Bond ("Bund")

Futures Contract

Unit of Trading: DM 250, 000 nominal value notional German Government Bond with 6% coupon

Delivery Months: March, June, September, December

Delivery Day: Tenth calendar day of delivery month. If such day is not a working day in Frankfurt, then the Delivery Day will be the next following Frankfurt working day

Last Trading Day: 11. 00 Frankfurt time Three Frankfurt working days prior to Delivery Day

Quotation: Per DM 1 00 nominal value

Min. Price Fluct: DM 0.01

Tick size & value: DM 25

Trading Hours: 0730 - 16.15

APT Trading Hours: 16.20 - 1755 (APT is Automated Pit Trading - LIFFE's electronic trading system.)

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