Swap Futures
ICE Europe
LHW#
2 Yr USD SwapNote
3
2
1
0.005
LIV#
5 Yr USD SwapNote
3
2
1
0.01
LJN#
10 Yr USD SwapNote
3
2
1
0.01
US3#
30 Yr USD SwapNote
3
2
1
0.01
GBW#
2 Yr GBP SwapNote
3
2
1
0.005
GBO#
5 Yr GBP SwapNote
3
2
1
0.01
GBQ#
10 Yr GBP SwapNote
3
2
1
0.01
GB3#
30 Yr GBP SwapNote
3
2
1
0.01
LU#
2 Yr EUR SwapNote
3
2
1
0.005
OE#
5 Yr EUR SwapNote
3
2
1
0.01
OP#
10 Yr EUR SwapNote
3
2
1
0.01
EU3#
30 Yr EUR SwapNote
3
2
1
0.01
CBOT Swap Futures
@T1#
2 Yr USD Int Rate Swap
7
2
3
0.0078125
@F1#
5 Yr USD Int Rate Swap
7
2
3
0.0078125
@S1U#
7 Yr USD Int Rate Swap
6
2
2
0.015625
@N1#
10 Yr USD Int Rate Swap
6
2
2
0.015625
@E1U#
20 Yr USD Int Rate Swap
5
2
1
0.03125
@B1#
30 Yr USD Int Rate Swap
5
2
1
0.03125
@T1E#
2 Yr EUR Int Rate Swap
3
2
1
0.005
@F1E#
5 Yr EUR Int Rate Swap
3
2
1
0.005
@N1E#
10 Yr EUR Int Rate Swap
3
2
1
0.005