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1 Month Eurodollar Futures Contract Specs
| Contract Unit | $2,500 x Contract IMM Index | ||||
| Price Quotation | Contract IMM Index = 100 minus R R = three-month London interbank offered rate for spot settlement on 3rd Wednesday of contract month. E.g., a price quote of 97.45 signifies a deposit rate of 2.55 percent per annum. One interest rate basis point = 0.01 price points = $25 per contract. |
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| Trading Hours | SUN - FRI: 5:00 p.m. - 4:00 p.m. CT | ||||
| Minimum Price Fluctuation | One quarter of one interest rate basis point = 0.0025 price points = $6.25 per contract. | ||||
| Product Code | CME Globex: GLBCME ClearPort: EMClearing: EM | ||||
| Listed Contracts | Nearest 12 calendar months | ||||
| Settlement Method | Financially Settled | ||||
| Termination Of Trading | Second London bank business day before 3rd Wednesday of the contract month. Trading in expiring contracts terminates at 11:00 a.m. London time on the last trading day. | ||||
| Settlement Procedures | 1-Month Eurodollar Futures Settlement Procedures | ||||
| Position Limits | CME Position Limits | ||||
| Exchange Rulebook | CME 453 | ||||
| Block Minimum | Block Minimum Thresholds | ||||
| Price Limit Or Circuit | Price Limits | ||||
| All Or None Minimum | All or None Minimums | ||||
| Vendor Codes | Quote Vendor Symbols Listing | ||||
More on SOFR
Learn about SOFR futures and stay informed of developments within the broader ecosystem including the latest cash issuance tied to SOFR.
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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four 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 and COMEX.
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