Three-Month Euribor Futures: The Basics
By CME Group - Mon May 14 12:42:00 CDT 2012 CT
Related Keywords: Interest Rates, Product Information
Three-Month Euribor Futures: The Basics

Trading Euribor Futures

We summarize the terms of the Three-Month Euribor futures contract, known by its CME Globex ticker symbol as EB. The following passages scrutinize:

  • Trading unit (the underlying reference from which the contract derives);
  • Schedule of delivery months and last trading days;
  • Contract price mechanism;
  • Tick sizes (minimum price increments) for trading; and
  • Notional contract size.

With sections on Trading Euribor Futures; and Futures Rates, Forward Rates, and Convexity Bias.


 
 
 
 
Calgary Houston Chicago New York Washington São Paulo Belfast London Singapore Hong Kong Seoul Tokyo
  • © 2013 CME Group Inc. All rights reserved.
  • CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of five Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, COMEX and KCBT.