CME Group CME 10-Year Swap Rate
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| CME 10-Year Swap Rate futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | ISDA USD Benchmark Swap Rate with a ten (10) year term and a $100,000 notional value. | |
| Point Value | 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. |
