#DRICOM 10 YEAR INTEREST RATE SWAP FUTURES ADDED TO @CI/FINANCIALS

DRICOM --- 10 YEAR INTEREST RATE SWAP FUTURES ADDED TO @CI/FINANCIALS

DOCUMENT: DRICOM DATA DICTIONARY
PAGE: TBA

THE FOLLOWING 10 YEAR INTEREST RATE SWAP FUTURES HAVE BEEN ADDED TO
@CI/FINANCIALS

SYNOPSIS

EXCHANGE: CHICAGO BOARD OF TRADE
PREFIX: XA
DATABANK: @CI/FINANCIALS
FREQUENCY: DAILY
START DATE: 26 OCT 01
FIRST CONTRACT: DEC 01
UNITS: 100,000 US DOLLAR
CONTRACT: POINTS ($1,000.00) AND THIRTY-SECONDS (1/32) OF
ONE POINT OF THE NOTIONAL
PRINCIPAL OF A SWAP HAVING NOTIONAL
PAR VALUE OF $100,000. PAR IS ON THE
BASIS OF 100 POINTS.
MAJOR MONTHS: FIRST 3 CONSECUTIVE QUARTERLY MONTHS
LAST TRADE: THE SECOND LONDON BUSINESS DAY PRECEDING THE
THIRD WEDNESDAY OF THE
DELIVERY MONTH.
NEARBYS: 3