CQG for Windows

*Please contact CQG Directly (800) 525-1085

*Please contact CQG Directly at:
(800) 525-1085

E-Signal

1K-5K

E01 - E05

ILX Thomson

BL,BM,BN,BT,BW

BX,XH,XL,XR,XZ

Reuters IDN

0#EGW+

0#GFW+

Reuters/Bridge BIS

us@1K.1

us@1EG.1

Bloomberg

Weekly Code + Underlying future month/year + <Commodity> + Option Monitor Function (i.e., for December 8, 2006 expiration, type "2KZ7 <Commodity Key> OMON <Go Key>") This will display individual calls and puts at different strike prices. Or, type in the number of the expiration week in that month (e.g., 1KA, 2KA, 3KA, 4KA, 5KA) then <Commodity Key> OMON <Go Key>

Coming soon

Summary of Contract Specification - Weekly CME Eurodollar One-Year Mid-Curve Options

Underlying Contract

One CME Eurodollar futures contract that expires twelve calendar months from the next March quarterly month that is nearest to the expiration of the option; e.g., for the weekly expiration of June 8, 2007, the underlying futures contract is the June 2008 CME Eurodollar futures contract. For the weekly expiration of June 22, 2007, the underlying futures contract is the September 2008 CME Eurodollar futures contract.

Expiration /
Last Day of Trading

Option trading terminates at the conclusion of trading on each Friday that is not an expiration day for Quarterly or Serial One-Year Mid-Curve Options.

Ticker /
Clearing Code

Open Outcry / Clearing Code:
1K, 2K, 3K, 4K, 5K for the first to fifth weekly expiration, respectively.
CME Globex:
E01, E02, E03, E04, E05, for the first to fifth weekly expiration, respectively.
Note: In the case of a weekly expiration coinciding with a Serial/Quarterly expiration, the contract is identified as the Serial/Quarterly option.

Listing Cycle

Weekly expirations shall be listed such that, inclusive of the serial (or quarterly) expiration already listed, five consecutive weekly expirations are available for trading. E.g., on April 16, 2007, the following expirations on the June 2008 CME Eurodollar futures shall be available for trading (clearing code in bracket): April 20 (3KJ7), April 27 (4Kj7), May 4 (1KK7), May 11, (E0K7 - serial Mid-Curve option) and May 18 (3KK7).

Quotation /
Tick Increment

In IMM Index Points - each 0.01 IMM index point is equivalent to $25.00.
Minimum price fluctuation of 0.005 IMM index point.

Strike Listing Convention

Same as the nearest Serial One-Year Mid-Curve Options - at 0.25 IMM index point intervals within 5.50 IMM index points of the at-the-money strike, plus the nearest half-strike above and below the at-the-money strike.

Block Trade Facility

From 7:00 a.m. to 4:00 p.m. Mondays through Fridays on regular business days: minimum threshold of 4,000 contracts in outright trade, or 4,000 of at least one leg in a combination trade.
For all hours outside of 7:00 a.m. to 4:00 p.m. Mondays through Fridays on regular business days: minimum threshold of 500 contracts.

Trading Venue /
Trading Hour

Open Outcry: 7:20 a.m. to 2:00 p.m. Chicago time; CME Globex Electronic Markets: 5:00 p.m. - 4:00 p.m. the following; on Sunday, trading begins at 5:00 p.m.