Monday, July 04, 2011

Cash-settled futures on the 91-day treasury bill

It took a while, but here they are!

37 minutes into the life of the market, here's the order book:




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3 comments:

  1. Do you know what the margin is per contract? I don't have PC-SPAN to find out.

    ReplyDelete

  2. Deepak, its mentioned in the IRF brochure (retail) under the "Other Information" link on the IRF Tracker page.

    ReplyDelete

  3. Found - thanks Anon. Approximately 2.5%. That's not bad at all.

    ReplyDelete

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