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 2,288 04-JAN-18 30-SEP-19 1 3/4 201,000 912828F39 IN:ZTZ70919A T1AZ7
5-YEAR TREASURY INVOICE SWAP SPREAD FYA 2,400 04-JAN-18 28-FEB-22 1 7/8 100,000 912828W55 IN:ZFZ70222A F1AZ7
10-YEAR TREASURY INVOICE SWAP SPRD TYA 1,666 29-DEC-17 15-AUG-24 2 3/8 102,000 912828D56 IN:ZNZ70824A N1AZ7
ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 1,700 29-DEC-17 15-MAY-27 2 3/8 100,000 912828X88 IN:TNZ70527A UT1Z7
30-YEAR TREASURY INVOICE SWAP SPRD UTA 930 29-DEC-17 15-FEB-36 4 1/2 129,000 912810FT0 IN:ZBZ70236A B1AZ7
ULTRA TREASURY INVOICE SWAP SPREAD UBA 1,034 29-DEC-17 15-NOV-43 3 3/4 116,000 912810RD2 IN:UBZ71143A U1AZ7

Last Updated: 20 Oct 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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