CME Group 10-Year Interest Rate Swaps
From MarketsWiki
 |
|---|
| 10-Year Interest Rate Swaps futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | The notional price of the fixed-rate side of a 10-Year interest rate swap that has notional principal equal to $100,000, and that exchanges semiannual interest payments at a fixed rate of 6 percent per anum for floating interest rate payments, based on 3-month LIBOR. | |
| Point Value | Need point value! | |
| Tick Value | $15.625 | |
| Contract Months | First three consecutive contracts in the Mar, Jun, Sep and Dec 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 | Sunday/Friday 5:30 p.m.-4:00 p.m. CT; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly. |
| Ticker Symbol | N/A | SR |
| Price Limits | N/A | N/A |
