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:
Electronic: 17:30 pm. to 16:00 pm, Central Time, Sunday - Friday
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