OC1 x U.S. Dollar Spread

Forward Rate Agreement on One-Day Repurchase Agreements X U.S. Dollar Spread

• Specifications

  Underlying	Forward DCO 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	FRO
  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 DCO, exclude the maturity-based.
  Contract months	All the expiration dates of DCO, exclude the maturity-based.