Eurodollar Term Mid-Curves Now Available

New three-, six-, and nine-month Eurodollar Mid-Curve options offer the ability to trade short-dated 1-3 month options on white quarterly Eurodollar futures.

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Eurodollar Margins

Start Period End Period
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2018 08/2018 150 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2018 11/2018 200 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2018 12/2018 275 USD 18.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2019 03/2019 305 USD 18.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2019 06/2019 335 USD 18.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2019 09/2019 360 USD 15.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2019 12/2019 385 USD 15.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2020 03/2020 395 USD 15.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2020 06/2020 405 USD 15.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2020 12/2020 415 USD 15.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2021 03/2021 425 USD 15.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 03/2023 440 USD 15.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2023 06/2028 430 USD 15.000%