CME Group 10-Year Interest Rate Swaps

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10-Year Interest Rate Swaps futures
Exchange CME Group
Settlement Cash settled
Contract Size An interest rate swap (IRS), cleared by CME Clearing, with €100,000 notional principal and tenor equal to Reference Tenor, that exchanges annual fixed interest payments at a rate per annum equal to Contract Fixed Rate for semiannual floating interest rate payments based on the 6-month Euro interbank offered rate.
Pricing Unit Need pricing unit!
Tick Value $15.625
Contract Months First three consecutive contracts in the Mar, Jun, Sep and Dec quarterly cycle.
Last Trading Day 2nd TARGET settlement day before 3rd Wednesday of futures Delivery Month
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

Notes