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 SWAP SPREAD TVA 2,277 04-OCT-17 30-JUN-19 1 5/8 202,000 912828WS5 IN:ZTU70619A T1AU7
5-YEAR TREASURY INVOICE SWAP SPREAD FYA 2,376 04-OCT-17 30-NOV-21 1 3/4 101,000 912828U65 IN:ZFU71121A F1AU7
10-YEAR TREASURY INVOICE SWAP SPRD TYA 1,634 29-SEP-17 15-MAY-24 2 1/2 104,000 912828WJ5 IN:ZNU70524A N1AU7
ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 1,683 29-SEP-17 15-FEB-27 2 1/4 101,000 912828V98 IN:TNU70227A UT1U7
30-YEAR TREASURY INVOICE SWAP SPRD UTA 916 29-SEP-17 15-FEB-36 4 1/2 131,000 912810FT0 IN:ZBU70236A B1AU7
30-YEAR TREASURY INVOICE SWAP B UTB 857 29-SEP-17 15-MAY-37 5 140,000 912810PU6 IN:ZBU70537B B2AU7
ULTRA TREASURY INVOICE SWAP SPREAD UBA 1,000 29-SEP-17 15-NOV-43 3 3/4 120,000 912810RD2 IN:UBU71143A U1AU7

Last Updated: 18 Aug 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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