Markit ® iBoxx® EUR Corporates36322307

Description

Total Return Swap referencing the Markit iBoxx EUR Corporate index.

Market Specifications

Rule Number
1245
Commodity Code
IBOXX EUR Corp
Currency
USD
Min Notional
Order Book: 5,000,000
Block Trades: In accordance with Rule 701(k)
All other execution methods: As agreed by counterparties
Max Notional
Order Book: 100,000,000
All other execution methods: As agreed by counterparties
Min Notional Increment
Order Book: 5,000,000
All other execution methods: As agreed by counterparties
Contract Series
March, June, September and December; up to 16 months listed at all times
Price Quotation
Basis Points
Minimum Price Fluctuation
0.125 basis points
First Trading Day
Date of contract listing
Last Trading Day
20th calendar day of the Contract Month.
Position Limit
None
Daily Price Limit
None
Block Trades
Yes
NCR and RL
Variable by contract type and price. See Error Trade Policy for more details.
MIC Code
ICES
Clearing Venues
Bilateral
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Trading Hours

CityTradingPre-Open
New York2:00 AM - 5:30 PM
02:00 - 17:30

London7:00 AM - 10:30 PM
07:00 - 22:30

Singapore3:00 PM - 6:30 AM
15:00 - 06:30

Codes

Clearing Admin Name
Physical
Logical
GMI(FC)
R&N A.C.N.