| Contract Listings | At any given time, six consecutive monthly IMM forward start dates, each with all semi-annual terms to maturity from six months to 30 years |
| Contract Start and End Dates | IMM dates, in 6-month increments, adjusted modified following EUR-TARGET |
| Floating Rate Reference | 6-month EURIBOR-BBA |
Payment Frequency | Six months |
| Business Day Calendar | EUR-TARGET |
| Holiday Calendar | EUR-TARGET |
| Trading Unit | Swap notional value, in multiples of €100,000 |
| Payment Calendar | Adjusted IMM Date |
| Floating Rate Reset Calendar | IMM Date minus Two EUR-TARGET Business Days |
| Day Count Basis | Each weekday, except Christmas and January 1, from start date to end date |
| Settlements and Margin Calls | ACT / 360 |
| Price Quotation | Fixed swap rate, e.g., 5.355 represents 5.355% |
| Minimum Price Fluctuation | 1/10 of one basis point |
| Price Limits | None |
| CME Clearing Product Code | EUR6E |
| CME Cleared Swap Product Code Symbol | E6E |
| CME Cleared Swap Full Product Code Format | E6Emyy (m=month code, y=year) |
| Hours | London time: Monday to Friday, 7:00 a.m. to 4:15 p.m. Next day trading: 4:20 p.m. to 10:00 p.m. |
| Roll Convention | Contracts are re-tenored two EUR-TARGET business days before each semi-annual IMM date. |
