Markets & Products - Interest Rate Futures | Futures Markets & Products

Interest Rate Futures

			Margins
Contract	SYM	XCG	Intra-Day	Initial	Maint.	Cal. Spread	Contract Size	Tick Size	Type
CME
30 Year T-Bond	ZB	CME	$877	$2,430	$1,800	$125	$100,000	.01 = $31.25	Interest Rates
10 Year T-Note	ZN	CME	$400	$1,890	$1,400	$125	$100,000	.005 = $15.625	Interest Rates
5 Year T-Note	ZF	CME	$300	$1,350	$1,000	$125	$100,000	.005 = $15.625	Interest Rates
2 Year T-Note	ZT	CME	$473	$1,215	$900	$200	$200,000	.005 = $15.625	Interest Rates
EuroDollar	GE	CME	$300	$1,013	$750	$500	$1,000,000	.005 = $12.50	Interest Rates
Mini Eurodollar	YE	CME	$150	$338	$250	$250	$500,000	.005 = $6.25	Interest Rates
10 Year Swap Note	SR	CME	$1,148	$2,295	$1,700	-	$100,000	.005 = $15.625	Interest Rates
30-Day Fed Fund	ZQ	CME	$450	$1,148	$850	$500	$5,000,000	.005 = $20.835	Interest Rates
EuroYen	EJ	CME	¥5,000	¥13,500	¥10,000	¥23,000	¥100M	.005 = ¥1250	Interest Rates
LIBOR	GLB	CME	$300	$608	$450	$350	$3,000,000	.0025 = $6.25	Interest Rates
Eurex
Euro Bund (10-Year Note)	FGBL	EUREX	€300	€1,700	€1,700	€100	€100,000	.01 = €10.00	Interest Rates
Euro Bobl (5-Year Note)	FGBM	EUREX	€300	€1,040	€1,040	€120	€100,000	.01 = € 10.00	Interest Rates
Euro Schatz (2-Year Note)	FGBS	EUREX	€350	€470	€470	€90	€100,000	.005 = €5.00	Interest Rates
Buxl (30-Year Bond)	FGBX	EUREX	€1,395	€2,790	€2,790	€310	€100,000	.02 = € 20.00	Interest Rates
Euronext Liffe
Short Sterling (3-Month Sterling)	L	LIFFE	£275	£688	£550	N/A	£500,000	.01 = £12.50	Interest Rates
Euribor (3-Month Euro)	I	LIFFE	€500	€1,250	€1,000	N/A	€1,000,000	.005 = €12.50	Interest Rates
Long Gilt	R	LIFFE	£1,060	£2,650	£2,120	N/A	£100,000	.01 = £10.00	Interest Rates
Euroswiss (3-Month)	S	LIFFE	SF375	SF938	SF750	N/A	SF1,000,000	.01 = SF25.00	Interest Rates