CBOT EUR Interest Rate Swap futures for physical delivery in September 2016 expired today, Monday, 19 September 2016, at final settlement prices shown in the fourth column of the Exhibit below.
|Delivery Invoice Amounts –– (€ Collected (Paid) per Contract)|
|CME Globex Ticker Symbol||EUR IRS Futures Contract||Contract Fixed Rate
|Final Settlement Price
(Fixed-Rate Receiver in Delivery)
(Fixed-Rate Payer in Delivery)
For more information, please visit http://www.cmegroup.com/clearing/deliveries/
All CME Cleared IRS exposures assigned in deliveries on expiring futures shall be for ¿100,000 notional value per futures contract, for IRS Effective Date of Wednesday, 21 September 2016.
Long futures position holders taking delivery:
Short futures position holders making delivery:
For more information about EUR IRS futures, please see --
Register for regular updates here and manage your email preferences.