CME Group CME 5-Year Swap Rate

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As of June 24 2013, this contract is delisted.


CME 5-Year Swap Rate futures
Exchange CME Group
Settlement Cash settled
Contract Size ISDA USD Benchmark Swap Rate with a five (5) year term and a $200,000 notional value.
Pricing Unit 1 point = 0.01 = $100.00
Tick Value Regular: 0.0025 = $25.00
Contract Months Two months in the 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 & Holidays 5:00pm - 4:00pm
Ticker Symbol N/A S5
Price Limits N/A No limits between 7:20 a.m. and 2:00 p.m.; 2.00 Index Point limit in other hours.

Notes

Resources

CME Group CME 5-Year Swap Rate Contract Specifications