• CME Group to Delist CME Swap Futures – Effective Sunday, March 29, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-066
      • Notice Date
      • 27 March 2009
      • Effective Date
      • 29 March 2009

    • Effective Sunday, March 29 (trade date Monday, March 30), the following legacy CME Swap futures and spreads will be delisted:

       

      Contract Name

      Product Symbol

      CME 2-Year Swap futures and spreads

      S2

      CME 5-Year Swap futures and spreads

      S5

      CME 10-Year Swap futures and spreads

      S0 [s-zero]

      CME  2-Year/10-Year Intercommodity Spread

      S2-S0

      CME 2-Year/5-Year Intercommodity Spread

      S2-S5

      CME 5-Year/10-Year Intercommodity Spread

      S5-S0

      CME 2-Year Intraspread

      S2

      CME 5-Year Intraspread

      S5

      CME 10-Year Intraspread

      S0

       

      The delisting of the legacy CME Swap futures does not apply to the legacy CBOT Interest Rate Swap futures.

       

      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice

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