Wn bond futures
The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the A New T-Bond Futures Contract: the Ultra The T-Bond futures contract we all know has a large range of deliverable securities: all U.S. bonds with remaining terms to maturity of 15 years or more. This made the choice of the CTD (Cheapest To Deliver) quite large and the embedded option quite valuable.