DRICOM --- 10 YEAR INTEREST RATE SWAP FUTURES ADDED TO @CI/FINANCIALS

DOCUMENT:  DRICOM DATA DICTIONARY
PAGE:            TBA

THE FOLLOWING 10 YEAR INTEREST RATE SWAP FUTURES HAVE BEEN ADDED TO
@CI/FINANCIALS

SYNOPSIS

EXCHANGE:               CHICAGO BOARD OF TRADE
PREFIX:                      XA
DATABANK:               @CI/FINANCIALS
FREQUENCY:             DAILY
START DATE:             26 OCT 01
FIRST CONTRACT:      DEC 01
UNITS:                       100,000 US DOLLAR
CONTRACT:                POINTS ($1,000.00) AND THIRTY-SECONDS (1/32) OF
ONE POINT OF THE NOTIONAL
                                  PRINCIPAL OF A SWAP HAVING NOTIONAL
PAR VALUE OF $100,000. PAR IS ON THE
                                  BASIS OF 100 POINTS.
MAJOR MONTHS:       FIRST 3 CONSECUTIVE QUARTERLY MONTHS
LAST TRADE:             THE SECOND LONDON BUSINESS DAY PRECEDING THE
THIRD WEDNESDAY OF THE
                                  DELIVERY MONTH.
NEARBYS:                 3