Contract Specifications:NI,CBOT | Trading Unit: | Notional price of the fixed-rate side of a 10-year interest rate swap that has notional principal equal to $100,000 | | Tick Size: | Minimum price fluctuations shall be in multiples of one-half of one thirty-second (1/32) point per 100 points ($15.625 rounded up to the nearest cent) | | Quoted Units: | Points ($1,000.00) and thirty-seconds (1/32) | | Initial Margin: | $2,970 Maint Margin: $2,200 | | Contract Months: | Mar, Jun, Sep, Dec | | Last Trading Day: | The second London business day preceding the third Wednesday of the delivery month. Trading in expiring contracts close at 11:00 am, Eastern Time, on the last trading day. | | Trading Hours: | Pit: 7:20 am to 2:00 pm, Central Time, Monday - Friday |
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[2007] [OHLC Charts] [Intra-day Quotes] [2009] 