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Interest Rates Product Slate
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond Futures UBH2 Mar 2012 154'30 b +1'10 153'28 155'29 153'27 48792
U.S. Treasury Bond ZBH2 Mar 2012 142'13 b +0'28 141'21 142'31 141'20 305349
10-Year U.S. Treasury Note ZNH2 Mar 2012 131'065 b +0'135 130'275 131'160 130'270 996230
5-Year U.S. Treasury Note ZFH2 Mar 2012 123'172 b +0'047 123'132 123'215 123'130 422546
3-Year U.S. Treasury Note Z3NH2 Mar 2012 - - - - -
2-Year U.S. Treasury Note ZTH2 Mar 2012 110'082 a -0'005 110'090 110'097 110'080 205125
OTR 10-Year U.S. Treasury Note Futures TNK2 May 2012 117'220 a +0'220 117'285 117'300 117'225 22
OTR 5-Year U.S. Treasury Note Futures T5G2 Feb 2012 115'167 a -0'025 115'175 115'210 115'175 -
OTR 2-Year U.S. Treasury Note Futures T2G2 Feb 2012 107'135 a -0'007 - 107'147 107'135 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH2 Mar 2012 99.555 a -0.005 99.565 99.565 99.535 229377
Eurodollar GEM2 Jun 2012 99.545 a -0.015 99.565 99.565 99.530 242960
Eurodollar GEU2 Sep 2012 99.510 a -0.015 99.530 99.530 99.490 246285
Eurodollar GEZ2 Dec 2012 99.470 a -0.020 99.490 99.495 99.455 177608
Eurodollar GEH3 Mar 2013 99.450 a -0.015 99.470 99.475 99.440 157252
Eurodollar GEM3 Jun 2013 99.420 a -0.010 99.435 99.445 99.410 128572
Eurodollar GEU3 Sep 2013 99.380 a -0.005 99.390 99.410 99.370 132733
Eurodollar GEZ3 Dec 2013 99.355 +0.030 99.330 99.360 99.320 134028
Euribor Futures EBG2 Feb 2012 - - - - -
13-week T-bill GTBG2 Feb 2012 - - - - -
30-Day Federal Funds ZQG2 Feb 2012 99.8800 a -0.0050 99.8850 99.8850 99.8750 10080
Product Name Code Contract Charts Last Change Open High Low Globex Volume
5-Year Interest Rate Swap SAH2 Mar 2012 113'285 a +0'055 113'300 113'305 113'265 558
7-Year Interest Rate Swap 7IH2 Mar 2012 115'240 a +0'100 - 115'270 115'220 -
10-Year Interest Rate Swap SRH2 Mar 2012 117'025 a +0'185 117'020 117'115 117'015 804
30-Year Interest Rate Swap I3H2 Mar 2012 123'155 a +1'155 123'305 124'025 123'305 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
US-UK 10-Year Sovys Futures SKVH2 Mar 2012 100.2750 a -0.0275 - 100.3150 100.2750 -
US-Nd 10-Year Sovys Futures SDVH2 Mar 2012 100.4000 a -0.0050 - 100.4275 100.4000 -
US-IT 10-Year Sovys Futures STVH2 Mar 2012 103.6050 b +0.1725 - 103.6050 - -
US-FR 10-Year Sovys Futures SFVH2 Mar 2012 101.0400 b +0.0800 - 101.0400 - -
US-DE 10-Year Sovys Futures SEVH2 Mar 2012 100.0200 a -0.0250 - 100.0600 100.0200 -
UK-ND 10-Year Sovys Futures KDVH2 Mar 2012 100.1175 b +0.0175 - 100.1175 - -
UK-IT 10-Year Sovys Futures KTVH2 Mar 2012 103.3300 b +0.2000 - 103.3300 - -
UK-FR 10-Year Sovys Futures KFVH2 Mar 2012 100.7575 b +0.1025 - 100.7575 - -
UK-DE 10-Year Sovys Futures KEVH2 Mar 2012 99.7450 a +0.0025 - 99.7475 - -
DE-ND 10-Year Sovys Futures DNVH2 Mar 2012 100.3650 b +0.0075 - 100.3650 - -
DE-IT 10-Year Sovys Futures DTVH2 Mar 2012 103.5850 b +0.0050 - 103.5850 - -
DE-FR 10-Year Sovys Futures DFVH2 Mar 2012 101.0150 b +0.1075 - 101.0150 - -
 
 
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About Interest Rates
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treas- more...
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
Interest Rate Contacts
Customer Service
interestrates@cmegroup.com
+1 866 501 3646