Treasury Invoice Spread Contract Listing

Treasury Invoice Swap Spreads Spread Code (Globex & ClearPort) Block Threshold (contracts) Future Delivery / Swap Effective CTD Maturity/
Swap Maturity
CTD Coupon Swap Notional per contract CTD CUSIP Globex Instrument Code Swap Code (Globex)
2-YEAR TREASURY INVOICE SPREAD TVA 250 6-Jul-17 31-Mar-19 1 5/8 202,000 912828C65 IN:ZTM70319A T1AM7
5-YEAR TREASURY INVOICE SPREAD FYA 250 6-Jul-17 31-Aug-21 1 1/8 98,000 9128282F6 IN:ZFM70821A F1AM7
10-YEAR TREASURY INVOICE SPRD TYA 100 30-Jun-17 15-Feb-24 2 3/4 105,000 912828B66 IN:ZNM70224A N1AM7
ULTRA 10-YEAR TREASURY INVOICE SPRD TNA 100 30-Jun-17 15-Nov-26 2 97,000 912828U24 IN:TNM71126A UT1M7
30-YEAR TREASURY INVOICE SWAP SPRD UTA 100 30-Jun-17 15-May-37 5 135,000 912810PU6 IN:ZBM70537A B1AM7
ULTRA TREASURY INVOICE SPRD UBA 100 30-Jun-17 15-Nov-43 3 3/4 114,000 912810RD2 IN:UBM71143A U1AM7
ULTRA TREAS INVOICE SWRD CAND2 UBB 100 30-Jun-17 15-Aug-43 3 5/8 113,000 912810RC4 IN:UBM70843B U2AM7

Last Updated: 18 May 2017
Methodology for setting Treasury Invoice Swap notional value is described in Section 2, for Trading Unit, in Interpretations & Special Notices Relating to Chapter 58 of the CBOT Rulebook.
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