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Credit Default Swaps
March 2008 Credit Default Swap Index Futures Expire at 413.16
CDR Liquid 50TM NAIG 082 Index Composition
Extensions of CBOT Exchange Fee Waivers
CDR Liquid 50TM NAIG 082 Index Composition
Extensions of CBOT Exchange Fee Waivers
Exchange News
CDR Liquid 50TM NAIG Index, Series 082, Risk Factors June 2008
|
Implied Index DV01: |
$0.0004134 |
|
|
|
| Implied Index Notional |
$1,209,539 |
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|
Maximum Running Spread |
1,451.45 basis points |
These values were fixed for the June 2008 futures contract on 29 February 2008, and remain fixed for the life of the June 2008 contract. For detailed explanations of each of these factors, please refer to CDR Liquid 50 Maintenance Procedures.
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