| Contract Listings | At any given time, 12 OIS contracts will be listed for trading, with expirations on each of the next 12 monthly adjusted IMM dates. |
| Contract Start and End Dates | Start Date = Trade date minus one business day (T–1)
End Date = adjusted IMM date |
| Floating Rate Reference | Effective overnight federal funds rate |
Notional Cash Flow Payment | At notional OIS end date |
| Business Day Calendar and Holiday Calendar | US-NY and GB-LN |
| Trading Unit | Swap notional value, in multiples of $1,000,000 |
| Floating Rate Resets | Daily, US-NY and GB-LN |
| Day Count Basis | ACT / 360 |
| Price Quotation | In rates, e.g., 5.355 represents 5.355% |
| Minimum Price Fluctuation | 1/10 of one basis point |
| Price Limits | None |
| CME Group Clearing House Product Code | USDDF |
| CME Cleared Swap Product Code Symbol | UDF |
| CME Cleared Swap Full Product Code Format | UDFmyy (m=month code, y=year) |
| Hours | New York time: Monday to Friday, 2:00 a.m. to 3:00 p.m. Next day trading: 3:05 p.m. to 5:00 p.m. |
| Roll Convention | Re-tenoring occurs every weekday except Christmas and January 1. Contracts are re-tenored at 3:00 p.m., NY time, and are available for next-day trading at 3.05 p.m., NY time. |
