|
CCorp OTC Benchmark Treasury Futures
- Listed and Anticipated Contracts
Contract Key
|
Contracts shaded in
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“gray”
|
are no longer listed.
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|
|
|
Contracts shaded in
|
“white”
|
are currently listed.
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Contracts shaded in
|
“blue”
|
indicate an auction has been announced and will
be
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|
listed one business day after the auction.
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Ten Year
|
Contract
|
Deliverable Instrument
|
First Clearing
|
Last Clearing
|
|
Commodity
Code
|
Month
|
Rate
|
Maturity
|
Cusip
|
Day
|
Day
|
|
1B
|
Mar
2011
|
3.625
|
02/15/21
|
912828PX2
|
02/10/11
|
03/14/11
|
|
1B
|
April
2011
|
3.625
|
02/15/21
|
912828PX2
|
02/10/11
|
04/14/11
|
|
1B
|
May
2011
|
3.625
|
02/15/21
|
912828PX2
|
02/10/11
|
05/13/11
|
|
1B
|
June
2011
|
3.625
|
02/15/21
|
912828PX2
|
02/10/11
|
06/14/11
|
|
1B
|
July
2011
|
3.625
|
02/15/21
|
912828PX2
|
02/10/11
|
07/14/11
|
|
1B
|
Aug
2011
|
3.625
|
02/15/21
|
912828PX2
|
02/10/11
|
08/12/11
|
|
1E
|
June
2011
|
3.125
|
05/15/21
|
912828QN3
|
05/12/11
|
06/14/11
|
|
1E
|
July
2011
|
3.125
|
05/15/21
|
912828QN3
|
05/12/11
|
07/14/11
|
|
1E
|
Aug
2011
|
3.125
|
05/15/21
|
912828QN3
|
05/12/11
|
08/12/11
|
|
1E
|
Sep
2011
|
3.125
|
05/15/21
|
912828QN3
|
05/12/11
|
09/14/11
|
|
1E
|
Oct
2011
|
3.125
|
05/15/21
|
912828QN3
|
05/12/11
|
10/14/11
|
|
1H
|
Sep
2011
|
2.125
|
08/15/21
|
912828RC6
|
08/11/11
|
09/14/11
|
|
1H
|
Oct
2011
|
2.125
|
08/15/21
|
912828RC6
|
08/11/11
|
10/14/11
|
|
1H
|
Nov
2011
|
2.125
|
08/15/21
|
912828RC6
|
08/11/11
|
11/14/11
|
|
1H
|
Dec
2011
|
2.125
|
08/15/21
|
912828RC6
|
08/11/11
|
12/14/11
|
|
1H
|
Jan
2012
|
2.125
|
08/15/21
|
912828RC6
|
08/11/11
|
01/13/12
|
|
1H
|
Feb
2012
|
2.125
|
08/15/21
|
912828RC6
|
08/11/11
|
02/14/12
|
|
1K
|
Dec
2011
|
2.000
|
11/15/21
|
912828RR3
|
11/10/11
|
12/14/11
|
|
1K
|
Jan
2012
|
2.000
|
11/15/21
|
912828RR3
|
11/10/11
|
01/13/12
|
|
1K
|
Feb
2012
|
2.000
|
11/15/21
|
912828RR3
|
11/10/11
|
02/14/12
|
|
1K
|
Mar
2012
|
2.000
|
11/15/21
|
912828RR3
|
11/10/11
|
03/14/12
|
|
1K
|
Apr
2012
|
2.000
|
11/15/21
|
912828RR3
|
11/10/11
|
04/13/12
|
|
1K
|
May
2012
|
2.000
|
11/15/21
|
912828RR3
|
11/10/11
|
05/14/12
|
Five Year
|
Contract
|
Deliverable Instrument
|
First Clearing
|
Last Clearing
|
|
Commodity
Code
|
Month
|
Rate
|
Maturity
|
Cusip
|
Day
|
Day
|
|
5A
|
Feb 2011
|
2.000
|
01/31/16
|
912828PS3
|
01/27/11
|
02/25/11
|
|
5A
|
Mar 2011
|
2.000
|
01/31/16
|
912828PS3
|
01/27/11
|
03/30/11
|
|
5B
|
Mar 2011
|
2.125
|
02/28/16
|
912828QJ2
|
02/24/11
|
03/30/11
|
|
5B
|
Apr 2011
|
2.125
|
02/28/16
|
912828QJ2
|
02/24/11
|
04/29/11
|
|
5B
|
May 2011
|
2.125
|
02/28/16
|
912828QJ2
|
02/24/11
|
05/13/11
|
|
5C
|
Apr 2011
|
2.250
|
03/31/16
|
912828QA1
|
03/30/11
|
04/29/11
|
|
5C
|
May 2011
|
2.250
|
03/31/16
|
912828QA1
|
03/30/11
|
05/30/11
|
|
5D
|
May 2011
|
2.000
|
04/30/16
|
912828QF0
|
04/28/11
|
05/30/11
|
|
5D
|
June 2011
|
2.000
|
04/30/16
|
912828QF0
|
04/25/11
|
06/29/11
|
|
5E
|
June 2011
|
1.750
|
05/31/16
|
912828QP8
|
05/26/11
|
06/29/11
|
|
5E
|
July 2011
|
1.750
|
05/31/16
|
912828QP8
|
05/26/11
|
07/29/11
|
|
5E
|
Aug 2011
|
1.750
|
05/31/16
|
912828QP8
|
05/26/11
|
08/12/11
|
|
5F
|
July 2011
|
1.500
|
06/30/16
|
912828QR4
|
06/29/11
|
07/29/11
|
|
5F
|
Aug 2011
|
1.500
|
06/30/16
|
912828QR4
|
06/29/11
|
08/30/11
|
|
5G
|
Aug 2011
|
1.500
|
07/31/16
|
912828QX1
|
07/28/11
|
08/30/11
|
|
5G
|
Sep 2011
|
1.500
|
07/31/16
|
912828QX1
|
07/28/11
|
09/29/11
|
|
5H
|
Sep 2011
|
1.000
|
08/31/16
|
912828RF9
|
08/25/11
|
09/29/11
|
|
5H
|
Oct 2011
|
1.000
|
08/31/16
|
912828RF9
|
08/25/11
|
10/28/11
|
|
5H
|
Nov 2011
|
1.000
|
08/31/16
|
912828RF9
|
08/25/11
|
11/14/11
|
|
5I
|
Oct 2011
|
1.000
|
09/30/16
|
912820RJ1
|
09/31/11
|
10/28/11
|
|
5I
|
Nov 2011
|
1.000
|
09/30/16
|
912820RJ1
|
09/31/11
|
11/29/11
|
|
5J
|
Nov 2011
|
1.000
|
10/31/16
|
912828RM4
|
10/27/11
|
11/29/11
|
|
5J
|
Dec 2011
|
1.000
|
10/31/16
|
912828RM4
|
10/27/11
|
12/30/11
|
|
5K
|
Dec 2011
|
0.875
|
11/30/16
|
912828RU6
|
11/23/11
|
12/30/11
|
|
5K
|
Jan 2012
|
0.875
|
11/30/16
|
912828RU6
|
11/23/11
|
01/30/12
|
|
5K
|
Feb 2012
|
0.875
|
11/30/16
|
912828RU6
|
11/23/11
|
02/14/12
|
|
5L
|
Jan 2012
|
0.875
|
12/21/16
|
912828RX0
|
12/29/10
|
01/30/12
|
|
5L
|
Feb 2012
|
0.875
|
12/21/16
|
912828RX0
|
12/29/10
|
02/28/12
|
Two Year
|
Contract
|
Deliverable Instrument
|
First Clearing
|
Last Clearing
|
|
Commodity
Code
|
Month
|
Rate
|
Maturity
|
Cusip
|
Day
|
Day
|
|
2A
|
Feb 2011
|
0.625
|
01/31/13
|
912828PR5
|
01/26/11
|
02/25/11
|
|
2A
|
Mar 2011
|
0.625
|
01/31/13
|
912828PR5
|
01/26/11
|
03/30/11
|
|
2B
|
Mar 2011
|
0.625
|
02/28/13
|
912828QK9
|
02/23/11
|
03/30/11
|
|
2B
|
Apr 2011
|
0.625
|
02/28/13
|
912828QK9
|
02/23/11
|
04/29/11
|
|
2B
|
May 2011
|
0.625
|
02/28/13
|
912828QK9
|
02/23/11
|
05/13/11
|
|
2C
|
Apr 2011
|
0.750
|
03/31/13
|
912828QL7
|
03/29/11
|
04/29/11
|
|
2C
|
May 2011
|
0.750
|
03/31/13
|
912828QL7
|
03/29/11
|
05/30/11
|
|
2D
|
May 2011
|
0.625
|
04/30/13
|
912828QE3
|
04/27/11
|
05/30/11
|
|
2D
|
June 2011
|
1.625
|
04/30/13
|
912828QE3
|
04/27/11
|
06/29/11
|
|
2E
|
June 2011
|
0.500
|
05/31/13
|
912828QZ6
|
05/27/10
|
06/29/11
|
|
2E
|
July 2011
|
0.500
|
05/31/13
|
912828QZ6
|
05/25/11
|
07/29/11
|
|
2E
|
Aug 2011
|
0.500
|
05/31/13
|
912828QZ6
|
05/25/11
|
08/12/11
|
|
2F
|
July 2011
|
0.375
|
06/30/13
|
912828RA0
|
06/28/11
|
07/29/11
|
|
2F
|
Aug 2011
|
0.375
|
06/30/13
|
912828RA0
|
06/28/11
|
08/30/11
|
|
2G
|
Aug 2011
|
0.375
|
07/31/13
|
912858QW3
|
07/27/11
|
08/30/11
|
|
2G
|
Sep 2011
|
0.375
|
07/31/13
|
912858QW3
|
07/27/11
|
09/29/11
|
|
2H
|
Sep 2011
|
0.125
|
08/31/13
|
912828RD4
|
08/24/11
|
09/29/11
|
|
2H
|
Oct 2011
|
0.125
|
08/31/13
|
912828RD4
|
08/24/11
|
10/28/11
|
|
2H
|
Nov 2011
|
0.125
|
08/31/13
|
912828RD4
|
08/24/11
|
11/14/11
|
|
2I
|
Oct 2011
|
0.125
|
09/30/13
|
912828RK8
|
09/28/11
|
10/28/11
|
|
2I
|
Nov 2011
|
0.125
|
09/30/13
|
912828RK8
|
09/28/11
|
11/29/11
|
|
2J
|
Nov 2011
|
0.250
|
10/31/13
|
912828RN2
|
10/26/11
|
11/29/11
|
|
2J
|
Dec 2011
|
0.250
|
10/31/13
|
912828RN2
|
10/26/11
|
12/30/11
|
|
2K
|
Dec 2011
|
0.250
|
11/30/13
|
912828RS1
|
11/22/11
|
12/30/11
|
|
2K
|
Jan 2012
|
0.250
|
11/30/13
|
912828RS1
|
11/22/11
|
01/30/12
|
|
2K
|
Feb 2012
|
0.250
|
11/30/13
|
912828RS1
|
11/22/11
|
02/14/12
|
|
2L
|
Jan 2012
|
0.125
|
12/31/12
|
912828RW2
|
12/20/11
|
01/30/12
|
|
2L
|
Feb 2012
|
0.125
|
12/31/12
|
912828RW2
|
12/20/11
|
02/28/12
|
Thirty Year
|
Contract
|
Deliverable Instrument
|
First Clearing
|
Last Clearing
|
|
Commodity
Code
|
Month
|
Rate
|
Maturity
|
Cusip
|
Day
|
Day
|
|
SB
|
Mar
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
03/14/11
|
|
SB
|
Apr
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
04/14/11
|
|
SB
|
May
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
05/13/11
|
|
SB
|
June
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
06/14/11
|
|
SB
|
July
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
07/14/11
|
|
SB
|
Aug
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
08/12/11
|
|
SB
|
Sep
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
09/14/11
|
|
SB
|
Oct
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
10/14/11
|
|
SB
|
Nov
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
11/14/11
|
|
SB
|
Dec
2011
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
12/14/11
|
|
SB
|
Jan
2012
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
01/13/12
|
|
SB
|
Feb
2012
|
4.750
|
02/15/41
|
912810QN1
|
02/11/11
|
02/14/12
|
|
SA
|
Sep 2011
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
09/14/11
|
|
SA
|
Oct 2011
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
10/14/11
|
|
SA
|
Nov 2011
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
11/14/11
|
|
SA
|
Dec 2011
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
12/14/11
|
|
SA
|
Jan 2012
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
01/13/12
|
|
SA
|
Feb 2012
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
02/14/12
|
|
SA
|
Mar
2012
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
03/14/12
|
|
SA
|
Apr
2012
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
04/13/12
|
|
SA
|
May
2012
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
05/14/12
|
|
SA
|
June
2012
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
06/14/12
|
|
SA
|
July
2012
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
07/13/12
|
|
SA
|
Aug
2012
|
3.750
|
08/15/41
|
912810QS0
|
08/12/11
|
08/14/12
|
|
