CME Group CBOT 5-Year Interest Rate Swap

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CBOT 5-Year Interest Rate Swap futures
Exchange	CME Group
Settlement	Cash settled
Trade Unit	The notional price of the fixed-rate side of a 5-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	Points ($1,000) and one-half of 1/32 of one point of the notional principal of a swap having notional par value of $100,000. paris on the basis of 100 points.
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	SA
Price Limits	N/A	N/A

CBOT 5-Year Interest Rate Swap options
Trade Unit	One futures contract
Point Value	1/64 of a point ($15.625/contract) rounded up to the nearest cent/contract
Tick Value	Regular: 1 = $15.625
Option Months	First three consecutive contracts in the Mar, Jun, Sep, and Dec quarterly cycle.
Strike Prices	Need strike price description!
Option Expiration Day	Need OED rules!
	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	Clearing = NG Open Outcry = NGC/NGP Globex = OSA
Price Limits	N/A	N/A