2-Year Eurodollar Bundle Futures Contract Specs

Contract Unit	$1,000,000 notional principal
Price Quotation	Price is quoted in IMM Index points (100 minus rate), as the arithmetic average of prices of Eurodollar futures comprised in Delivery Standard bundle.
Trading Hours	CME Globex:	Sunday - Friday: 5:00 p.m. - 4:00 p.m. CT
	CME ClearPort:	Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT
Minimum Price Fluctuation	Outright: One quarter of one interest rate basis point = 0.0025 IMM Index points = $50 per contract. Spread: One twentieth of one interest rate basis point = 0.0005 IMM Index points = $10 per intermonth spread
Product Code	CME Globex: BU2 CME ClearPort: BU2 Clearing: BU2
Listed Contracts	2 nearest March Quarterly (Mar, Jun, Sep, Dec) expiry months.
Settlement Method	Deliverable
Termination Of Trading	Second London bank business day before 3rd Wednesday of the delivery month. Trading in expiring contracts terminates at 2 p.m. Chicago time on Last Trading Day.
Settlement Procedures	Eurodollar Bundle Futures Settlement Procedures
Exchange Rulebook	CME 454
Block Minimum	Block Trading Minimums
All Or None Minimum	All or None Minimums
Vendor Codes	Quote Vendor Symbols Listing

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