-
About
|
About CME Group Information and Resources - Careers|
-
Investor Relations
|
Investor Relations Financial ReportsShareholder Information - Media Room|
-
Feedback
|
- Global
- Electronic Trading |
-
Clearing
|
Clearing Clearing ServicesFinancial and Collateral ManagementClearing OperationsBusiness Continuity Mgt/DR -
CME ClearPort
|
CME ClearPort - OTC Derivatives Clearing CME ClearPort - Market Data Services |
- Market Regulation |
- Education |
- Resources
Daily Eurodollar Settlement
Eurodollar Futures Settlement Procedures and Daily Survey Results
Settlement prices in the front 12 quarterly Eurodollar contract months are based on Globex bid/ask activity between 13:59:00-14:00:00 CT. Settlement prices may be adjusted within the bid/ask range to accommodate calendar spreads and butterflies. Back month contract months are settled by Exchange officials based on markets in the back month area of the Eurodollar futures pit at 1:50 p.m., 1:55 p.m. and 2:00 p.m. The Serial contract months settle to the VWAP of the prices on Globex between 13:59:00-14:00:00 CT or the midpoint of the bid/ask, with adjustments made to incorporate relevant spread activity. All other Non-Treasury Interest Rate contracts are settled using Globex trades and bid/ask activity between 13:59:00 – 14:00:00 CT.
