Structured Transactions of Forward Rate Agreement on DI x U.S. Dollar Spread
- Specifications
Underlying | Forward DI x U.S. Dollar Spread Rate from the expiration date of the short DI x U.S. Dollar Spread Futures (short leg) to the expiration date of long DI x U.S. Dollar Spread Futures (long leg). |
Ticker | FRC |
Quotation | Interest rate, expressed as a linear percentage per annum, based on 360 calendar days, to two decimal places. |
Tick size | 0.01% |
Round-lot | 10 contracts. |
Expiration date | All the expiration dates of DDI, exclude the maturity-based. |
Contract months | All the expiration dates of DDI, exclude the maturity-based. |
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