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 Interest Rate Futures
Contract Name
Spec.
Electronic Symbol
Pit Symbol
TT Symbol

Interest Rates - CBOT        
10-year I.R.Swap contract specifications SR NI SR
10-year Note contract specifications ZN TY TY & ZN
2-year Note contract specifications ZT TU TU & ZT
30-day Fed Fund contract specifications ZQ FF FF & ZQ
30-year Bond contract specifications ZB US US & ZB
5-year I.R. Swap contract specifications SA NG SA
5-year Note contract specifications ZF FV FV & ZF
Mini - Eurodollar contract specifications YE N/A N/A
Interest Rates - Eurex        
EURO BOBL (5 YEAR BOND) contract specifications GBM N/A GBM
EURO BUND (10 YEAR BOND) contract specifications GBL N/A GBL
EURO BUXL (15 - 30 YEAR BOND) contract specifications GBX N/A GBX
EURO SCHATZ (2 YEAR BOND) contract specifications GBS N/A GBS
THREE MONTH EURIBOR contract specifications EU3 N/A EU3
Interest Rates - LIFFE        
10 YEAR EURO SWAPNOTE contract specifications P N/A P
2 YEAR EURO SWAPNOTE contract specifications TWS N/A TWS
3 MONTH (90 DAY) EURODOLLAR INTEREST RATE contract specifications ED N/A ED
3 MONTH EURIBOR INTEREST RATE contract specifications I N/A I
3 MONTH STERLING INTEREST RATE FUT contract specifications L N/A L
5 YEAR EURO SWAPNOTE contract specifications O N/A O
EUROMTS EUROZONE GOVERNMENT BROAD INDEX (7-10 YEARS) contract specifications EMP N/A EMP
FIVE YEAR $ SWAPNOTE contract specifications USO N/A USO
LONG GILT contract specifications R N/A R
MTS DEUTSCHLAND GOVERNMENT INDEX (7-10 YEARS) contract specifications EMD N/A EMD.L
MTS FRANCE GOVERNMENT INDEX (7-10 YEARS) contract specifications EMF N/A EMF
MTS ITALY GOVERNMENT INDEX (7-10 YEARS) contract specifications EMI N/A EMI
TEN YEAR $ SWAPNOTE contract specifications USP N/A USP
THREE MONTH EURO SWISS FRANC INTEREST RATE contract specifications S N/A S
TWO YEAR DOLLAR SWAPNOTE contract specifications USW N/A USW
Interest Rates - SGX        
SGX 5-Yr S'pore Gov Bond contract specifications SB N/A SB
SGX Eurodollar contract specifications ED N/A ED
SGX Euroyen LIBOR contract specifications EL N/A EL
SGX EuroYen TIBOR contract specifications EY N/A EY
SGX Jap GovBond (JGB) contract specifications JG N/A JG
SGX mini - JGB contract specifications JB N/A JB
S'pore Dollar Interest Rate contract specifications SD N/A SD


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