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1-month LIBOR
LIBOR futures
LIBOR futures are geared to one-month LIBOR (London Interbank Offered Rate) rates on a $3 million deposit. LIBOR is often used as the benchmark rate for commercial loans, mortgages and floating rate debt issues.
LIBOR futures provide a way to:
- Hedge interest rate risk related to LIBOR
- Improve hedging capabilities with shorter-term intervals for interest rate risk management
- Take advantage of opportunities in changing price-yield relationships
- Execute spread trading strategies
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View free real-time quotes on a variety of electronically traded CME Group products
New Market Maker Programs for Interest Rates Products
With the migration of CBOT products to CME Globex on January 27, 2008, CME Group is pleased to announce new electronic market maker programs for 30-Day Fed Funds and CBOT Interest Rate Swap futures, and U.S. Treasury and 30-Day Fed Funds options.
Tick Changes Pending for U.S. Treasury Products and Block Trading Approved for CBOT Interest Rate Products
Beginning March 3, 2008 CME Group will reduce the minimum tick size for three of its most actively traded U.S. Treasury contracts.
New Liquidity Link II Program for CBOT Interest Rate Products
CME Group has announced technology and product enhancements designed to create a more liquid and efficient marketplace.
| Trade Unit | Eurodollar Time Deposit having a principal value of $3,000,000 with a one-month maturity. | ||
| Settle Method | Cash Settled | ||
| Point (Tick) Size | 1 point = .01 = $25.00 | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | 2.00 IMM Index points above or below the Reference RTH price | ||
| Minimum Fluctuation |
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| Trading Hours | Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Hol 5:00 p.m.-4:00 p.m. | ||
| Listed | |||
| Product Codes | Clearing=EM Ticker=EM GLOBEX=GLB | ||
| Minimum Block Size | |||
| Product Calendar | First 12 consecutive calendar months. View current product listings |
| Trade Unit | Eurodollar Time Deposit having a principal value of $3,000,000 with a one-month maturity. | ||
| Settle Method | Cash Settled | ||
| Point (Tick) Size | 1 point = .01 = $25.00 | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | No Limit | ||
| Minimum Fluctuation |
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| Trading Hours | 7:20 a.m.-2:00 p.m. | ||
| Listed | |||
| Product Codes | Clearing=EM Ticker=EM GLOBEX=GLB | ||
| Minimum Block Size | |||
| Product Calendar | First 12 consecutive calendar months. View current product listings |
New Market Maker Programs for Interest Rates Products
With the migration of CBOT products to CME Globex on January 27, 2008, CME Group is pleased to announce new electronic market maker programs for 30-Day Fed Funds and CBOT Interest Rate Swap futures, and U.S. Treasury and 30-Day Fed Funds options.
Tick Changes Pending for U.S. Treasury Products and Block Trading Approved for CBOT Interest Rate Products
Beginning March 3, 2008 CME Group will reduce the minimum tick size for three of its most actively traded U.S. Treasury contracts.
New Liquidity Link II Program for CBOT Interest Rate Products
CME Group has announced technology and product enhancements designed to create a more liquid and efficient marketplace.
| Contract Month | Product Code | First Trade Date | Last Trade Date | Settlement Date | |
| MAY08 | EMK08 | 05/14/2007 |  |
05/19/2008 | 05/19/2008 |
| JUN08 | EMM08 | 06/18/2007 | |
06/16/2008 | 06/16/2008 |
| JUL08 | EMN08 | 07/16/2007 | |
07/14/2008 | 07/14/2008 |
| AUG08 | EMQ08 | 08/13/2007 | |
08/18/2008 | 08/18/2008 |
| SEP08 | EMU08 | 09/17/2007 | |
09/15/2008 | 09/15/2008 |
| OCT08 | EMV08 | 10/15/2007 | |
10/13/2008 | 10/13/2008 |
| NOV08 | EMX08 | 11/19/2007 | |
11/17/2008 | 11/17/2008 |
| DEC08 | EMZ08 | 12/17/2007 | |
12/15/2008 | 12/15/2008 |
| JAN09 | EMF09 | 01/14/2008 | |
01/16/2009 | 01/16/2009 |
| FEB09 | EMG09 | 02/18/2008 | |
02/13/2009 | 02/13/2009 |
| MAR09 | EMH09 | 03/17/2008 | |
03/16/2009 | 03/16/2009 |
| APR09 | EMJ09 | 04/14/2008 | |
04/09/2009 | 04/09/2009 |
| Contract Month | Product Code | First Trade Date | Last Trade Date> | Settlement Date | |
| MAY09 | EMK09 | 05/19/2008 | |
05/18/2009 | 05/18/2009 |
New Market Maker Programs for Interest Rates Products
With the migration of CBOT products to CME Globex on January 27, 2008, CME Group is pleased to announce new electronic market maker programs for 30-Day Fed Funds and CBOT Interest Rate Swap futures, and U.S. Treasury and 30-Day Fed Funds options.
Tick Changes Pending for U.S. Treasury Products and Block Trading Approved for CBOT Interest Rate Products
Beginning March 3, 2008 CME Group will reduce the minimum tick size for three of its most actively traded U.S. Treasury contracts.
New Liquidity Link II Program for CBOT Interest Rate Products
CME Group has announced technology and product enhancements designed to create a more liquid and efficient marketplace.
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