Minimum Price Fluctuation |
Quoted in IMM Index points. One-quarter of one basis point (0.0025 = $6.25) |
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Trading Hours | Open Outcry: | Monday - Friday 7:20 a.m. - 2:00 p.m. CT | CME ClearPort: | Sunday - Friday : 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. | |
Product Code | CME ClearPort: EMOpen Outcry: OLClearing: EM | ||||
Listed Contracts | First 12 consecutive calendar months | ||||
Termination Of Trading | The same date and time as the underlying futures contract. | ||||
Position Limits | CME Position Limits | ||||
Exchange Rulebook | CME 453A | ||||
Block Minimum | Block Minimum Thresholds | ||||
Price Limit Or Circuit | Price Limits | ||||
Vendor Codes | Quote Vendor Symbols Listing | ||||
Strike Price Listing Procedures | Strike prices will be listed in intervals of 0.125 increments for all contract months, e.g., 92.125, 92.25, 92.375, 92.50, etc. | ||||
Exercise Style | Options are American Style and are exercised by notifying the Clearing House by 7:00 p.m. on the day of exercise. Unexercised options shall expire at 7:00 p.m. CT on the last trading day. In-the-money options that have not been exercised shall be automatically exercised following expiration in the absence of contrary instructions. | ||||
Settlement Method | Deliverable | ||||
Underlying | 1 Month Eurodollar Futures |
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