Difference between revisions of "CME Group CME 10-Year Swap Rate"

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As of June 24 2013, this contract is [http://www.cmegroup.com/tools-information/lookups/advisories/ser/SER-6712.html#pageNumber=1 delisted.]
 
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Latest revision as of 17:09, 25 June 2018

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As of June 24 2013, this contract is delisted.


CME 10-Year Swap Rate futures
Exchange CME Group
Settlement Cash settled
Contract Size ISDA USD Benchmark Swap Rate with a ten (10) year term and a $100,000 notional value.
Pricing Unit 1 point = 0.01 = $100.00
Tick Value Regular: 0.0025 = $25.00
Contract Months Two months in March quarterly cycle.
Last Trading Day Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Mon-Thu 5:00pm - 4:00pm; Sun & Hol 5:00pm - 4:00pm.
Ticker Symbol N/A S0
Price Limits N/A No limits between 7:20am and 2:00pm; 2:00 Index point limit in other hours.

Notes

Resources

CME Group CME 10-Year Swap Rate Contract Specifications