CME Group 30-Year Interest Rate Swaps

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30-Year Interest Rate Swaps futures
Exchange CME Group
Settlement Cash settled
Contract Size 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.
Pricing Unit Need pricing unit!
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 6:03 p.m. - 4:00 p.m. CT, Sunday - Friday
Ticker Symbol N/A I3
Price Limits N/A N/A

Notes

Last modified on 10 August 2011, at 16:37