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Credit Default Swaps
CDR Liquid 50TM NAIG 083 Index Composition
March 2008 Credit Default Swap Index Futures Expire at 413.16
CBOT Trading Schedule - Columbus Day
March 2008 Credit Default Swap Index Futures Expire at 413.16
CBOT Trading Schedule - Columbus Day
Exchange News
CDR Liquid 50TM NAIG Series 083, Risk Factors September 2008
|
Implied Index DV01: |
$0.0004254 |
|
|
|
| Implied Index Notional |
$1,175,396.67 |
|
|
|
|
Maximum Running Spread |
1,410.48 basis points |
These values were fixed for the September 2008 futures contract on 30 May 2008, and remain fixed for the life of the September 2008 contract. For detailed explanations of each of these factors, please refer to CDR Liquid 50 Maintenance Procedures.
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