Sovereign Yield Spread Futures Reference Bonds

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FUT | OPT

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FUT

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FUT

FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT | OPT

FUT | OPT

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FUT | OPT

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FUT | OPT

FUT | OPT

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FUT | OPT

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FUT | OPT

FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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L1 PJM Western Hub Peak Calendar Month Real Time LMP Swap Future

FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT

FUT | OPT

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FUT | OPT

FUT | OPT

E-mini S&P SmallCap 600

FUT | OPT

S&P SmallCap 600

FUT

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FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

E-mini NASDAQ Composite

FUT

E-mini NASDAQ Biotechnology

FUT

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Dow Jones U.S. Real Estate Index

FUT

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FUT | OPT

FUT | OPT

BIG Dow DJIA ($25)

FUT

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E-mini S&P 500 EOM

OPT

OPT

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E-mini S&P 500 Weekly

OPT

OPT

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OPT

NASDAQ-100 Weekly

OPT

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FUT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT | OPT

FUT

FUT

FUT

FUT | OPT

FUT

FUT | OPT

FUT

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FUT

FUT | OPT

FUT

FUT

FUT | OPT

FUT

FUT | OPT

FUT | OPT

FUT

FUT

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FUT | OPT

FUT

FUT

FUT | OPT

FUT

FUT

FUT | OPT

FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT

E-micro USD/JPY

FUT

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FUT

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FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT | OPT

FUT

FUT

FUT

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FUT

EUR/USD 3-month Realized Volatility futures

FUT

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FUT

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OPT

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FUT | OPT

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OPT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT

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FUT | OPT

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FUT

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FUT

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FUT

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FUT

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FUT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT | OPT

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FUT

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FUT

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FUT | OPT

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FUT | OPT

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FUT

FUT

FUT | OPT

XSN E-mini Silver

FUT

FUT

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FUT | OPT

FUT | OPT

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FUT | OPT

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FUT

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HR US Steel Coil

FUT

Other

FUT

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Interest Rate Swaps

|

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FUT | OPT

|

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U.S. Cooling Monthly

FUT | OPT

U.S. Cooling Seasonal

FUT | OPT

U.S. Heating Monthly

FUT | OPT

U.S. Heating Seasonal

FUT | OPT

U.S. Weekly Weather

FUT | OPT

Canada CAT Monthly

FUT | OPT

Canada CAT Seasonal

FUT | OPT

Canada Cooling Monthly

FUT | OPT

Canada Cooling Seasonal

FUT | OPT

Canada Heating Monthly

FUT | OPT

Canada Heating Seasonal

FUT | OPT

Europe CAT Monthly

FUT | OPT

Europe CAT Seasonal

FUT | OPT

Europe Heating Monthly

FUT | OPT

Europe Heating Seasonal

FUT | OPT

Asia-Pacific Monthly

FUT | OPT

Asia-Pacific Seasonal

FUT | OPT

Australia Cooling Monthly

FUT | OPT

Australia Cooling Seasonal

FUT | OPT

Australia Heating Monthly

FUT | OPT

Australia Heating Seasonal

FUT | OPT

Hurricanes (CME)

FUT | OPT

Hurricane Seasonal

FUT | OPT

Hurricane Seasonal Maximum

FUT | OPT

Frost (CME)

FUT | OPT

FUT | OPT

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Snowfall Monthly

FUT | OPT

Snowfall Seasonal

FUT | OPT

Rainfall (CME)

Rainfall Monthly

FUT | OPT

Rainfall Seasonal

FUT | OPT

Sovereign Yield Spread Futures Reference Bonds

Updated Sovereign Yield Spread Futures Reference Bonds - 25 May 2012

Reference Bond tables for 10-Year Sovereign Yield Spread futures display contract-grade securities for coming delivery months, and have been updated to include the following developments:

15 May 2012
BTP 5½% of 1 Mar 2022. Reopening. Issue size raised from €17.154 bln to €17.805 bln. For more information:
http://www.dt.tesoro.it/export/sites/sitodt/modules/documenti_en/debito_pubblico/risultati_aste/risultati_aste_btp_10_anni/10_Year_BTP_x10_year_residual_maturityx_Auction_Results_14-15.05.2012.pdf

16 May 2012
Bund 1-3/4% of 7 Jul 2022. Reopening. Issue size raised from €5 bln to €10 bln. For more information:
http://www.bundesbank.de/Redaktion/EN/Downloads/Press/Pressenotizen/2012/2012_05_16_auction_result.pdf?__blob=publicationFile

Please refer to the link below for current Reference Bond tables:
10-Year Sovereign Yield Spread Futures Reference Bond Tables

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