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CME Eurodollar 5-Year E-mini Bundle Futures are traded as a free-standing instrument with a Notional Value per leg of $100,000
and a contract value factor of $5,000. CME Eurodollar 5-Year E-mini Bundle futures are 1/10th the size of conventional 5-year
bundles, and are fully fungible with CME Eurodollar futures – ten E-mini Bundles equal one conventional CME 5-Year Eurodollar
Bundle (10:1. CME Eurodollar 5-Year e-Mini Bundle futures will be quoted in terms of price, not net change from the previous
day’s settlement, in contrast to traditional CME Eurodollar Bundles.
Please view the attached New Product Summary for more details.
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