CME Group CBOT 30-Year Interest Rate Swap

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CBOT 30-Year Interest Rate Swap futures
Exchange	CME Group
Settlement	Cash settled
Trade Unit	The notional price of the fixed-rate side of a 30-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	Multiples of one-half of one thirty-second (1/32) point per 100 points ($15.625 per contract rounded up to the nearest cent) except for intermonth spreads, where minimum price fluctuations shall 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	Need tick value!
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	Electronic: 6:03 p.m. - 4:00 p.m. CT, Sunday - Friday
Ticker Symbol	N/A	I3
Price Limits	N/A	N/A