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Eurodollar Futures
| Eurodollar Futures | |||||
|---|---|---|---|---|---|
| Underlying Instrument | Eurodollar Time Deposit having a principal value of USD $1,000,000 with a three-month maturity. | ||||
| Price Quote | Quoted in IMM Three-Month LIBOR index points or 100 minus the rate on an annual basis over a 360 day year (e.g., a rate of 2.5% shall be quoted as 97.50). 1 basis point = .01 = $25. | ||||
| Tick Size (minimum fluctuation) |
One-quarter of one basis point (0.0025 = $6.25 per contract) in the nearest expiring contract month; One-half of one basis point (0.005 = $12.50 per contract) in all other contract months. The “new” front-month contract begins trading in 0.0025 increments on the same Trade Date as the Last Trading Day of the expiring “old” front-month contract. |
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| Contract Months | Mar, Jun, Sep, Dec, extending out 10 years (total of 40 contracts) plus the four nearest serial expirations (months that are not in the March quarterly cycle). The new contract month terminating 10 years in the future is listed on the Tuesday following expiration of the front quarterly contract month. | ||||
| Last Trading Day | The second London bank business day prior to the third Wednesday of the contract expiry month. Trading in the expiring contract closes at 11:00 a.m. London Time on the last trading day. | ||||
| Settlement Procedure | Final Eurodollar Futures Settlement Procedure (PDF) Daily Eurodollar Futures Settlement Procedure (PDF) |
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| Position Limits | None | ||||
| Block Minimum | Block Trading Minimums | ||||
| All or None Minimum | All or None Minimums | ||||
| Rulebook Chapter | CME Chapter 452 | ||||
| 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 |
SUN - FRI: 5:00 p.m. - 4:00 p.m. CT
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| Ticker Symbol | OPEN OUTCRY |
ED
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| CME GLOBEX |
GE
|
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| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CME. | ||||
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