CME Group CBOT 10-Year Interest Rate Swap

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CBOT 10-Year Interest Rate Swap 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	1/64 of a point ($15.625/contract) rounded up to the nearest cent/contractshall be in multiples of one-fourth of one thirty-second proint per 100 points ($7.8125 per contract). Par shall be on the basis of 100 points. Contracts shall not be made on any other price basis.
Tick Value	Regular: 1 = $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

CBOT 10-Year Interest Rate Swap options
Trade Unit	One futures contract
Point Value	1 point = $15.625
Tick Value	Regular: 1 = $15.625
Option Months	5 months always listed. 3 consecutive months; next 2 quarterly months (Mar, Jun, Sep, Dec).
Strike Prices	Need strike price description!
Option Expiration Day	Need OED rules!
	No Open Outcry	Electronic
Trading Hours	N/A	Electronic: 6:05 p.m. - 4:00 p.m. CT, Sunday - Friday
Ticker Symbol	N/A	Clearing = 66 Open Auction = NIC for calls/ NIP for puts Electronic = OSR
Price Limits	N/A	N/A