MexDer 10 Year Interest Rate Swap

From MarketsWiki
Jump to: navigation, search
FTSE Russell banner 2016.gif


10 Year Interest Rate Swap futures
Exchange MexDer
Settlement Cash settled
Contract Size Each Futures contract on the 10-year TIIE SWAP has a face value of MXN $1’000,000.00 (one million Mexican Pesos 00/100).
Pricing Unit Need pricing unit!
Tick Value Need tick value!
Contract Months Under the terms of their respective internal regulations, MexDer and Asigna will list and keep available for trading various Series of the TIIE SWAP Futures Contract with a monthly or quarterly basis up to one year.
Last Trading Day The last trading day and Maturity Date of each TIIE SWAP Futures Contract Series shall be the business day following that on which Banco de México holds the primary auction of government securities in the week that includes the third Wednesday of the maturity month.
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A The trading hours for the TIIE SWAP Futures Contracts will be 7:30 a.m. to 2:15 p.m., Mexico City time.
Ticker Symbol N/A SW10
Price Limits N/A N/A

Notes