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| CME Ten-year Swap Rate Futures |
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 |
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| Listed CME 10-year Swap Rate Futures Contracts |
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| Months Traded |
|
H, M, U, Z Month Key Code |
| Eligible Months |
|
4 |
| Currently Listed |
|
2 |
| Last Day of Trading Rule |
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Trading terminates at 10:00 a.m. on the second business day immediately preceding the third Wednesday of the contract month. |
| New Contract Listing Rule |
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The day after the front month expires. |
| Special Notes |
|
None |
| CME Rule Book Chapter |
|
459 |
| Settlement Type |
|
Cash Settled |
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Seq.
No. |
Contract
Month |
Product
Code |
First
Trade
Date |
Last
Trade
Date |
Cash
Settlement
Date |
Delete
Date |
| 1 |
Mar 2008 |
S0H8 |
09/18/07 |
03/17/08 |
03/17/08 |
03/19/08 |
| 2 |
Jun 2008 |
S0M8 |
12/18/07 |
06/16/08 |
06/16/08 |
06/18/08 |
|
