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Interest Rates Products
View an Interest Rate Product
1-MONTH EURODOLLAR Options
Type
| LIBOR Options | |||||
|---|---|---|---|---|---|
| Underlying Instrument | The corresponding One-Month LIBOR futures contract month. | ||||
| Tick Size (minimum fluctuation) |
Quoted in IMM Index points. One-quarter of one basis point (0.0025 = $6.25) |
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| Strike Price Interval | Strike prices will be listed in intervals of 0.125 increments for all contract months, e.g., 92.125, 92.25, 92.375, 92.50, etc. | ||||
| Contract Months | First 12 consecutive calendar months. | ||||
| Last Trading Day | The same date and time as the underlying futures contract. | ||||
| Exercise | Options are American Style and are exercised by notifying the Clearing House by 7:00 p.m. on the day of exercise. Unexercised options shall expire at 7:00 p.m. CT on the last trading day. In-the-money options that have not been exercised shall be automatically exercised following expiration in the absence of contrary instructions. | ||||
| Position Limits | None | ||||
| Block Minimum | Block Trading Minimums | ||||
| All or None Minimum | Not Available | ||||
| Rulebook Chapter | CME Chapter 453A | ||||
| Trading Hours (All times listed are Central Time) |
OPEN OUTCRY |
MON-FRI 7:20 a.m. - 2:00 p.m.
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| CME GLOBEX |
n/a - Traded exclusively Open Outcry
|
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| Ticker Symbol | OPEN OUTCRY |
EM
|
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| CME GLOBEX |
n/a - Traded exclusively Open Outcry
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| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CME. | ||||
