Minimum Price Fluctuation One-half of one basis point (0.005 = $12.50).
Trading Hours CME Globex: Sunday 5:00 p.m. - Friday - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT
Open Outcry: MON - FRI: 7:20 a.m. - 2:00 p.m.
CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT
Product Code CME Globex: E01,E02,E03,E04,E05
CME ClearPort: 1K,2K,3K,4K,5K
Open Outcry: 1K,2K,3K,4K,5K
Clearing: 1K,2K,3K,4K,5K
Listed Contracts Weekly expirations including the serial/quarterly Mid-curve options. Two weekly expirations of each year (1-Year, 2-Year and 3-Year) will be listed at any one given time.
Termination Of Trading Each Friday that is not an expiration day for a Quarterly or Serial 1-Year, 2-Year or 3-Year Mid-Curve Option.
Position Limits CME Position Limits
Exchange Rulebook CME Chapter 452A
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 6.25 basis points (0.0625 price points) for the first150 basis points around the At The Money (ATM) for all available contracts
Strike prices will be listed in intervals of 25 basis points (0.25 price points) in a range of 550 basis points above and 550 basis points below the strike price closest to the previous daily settlement price for the underlying futures contract.
Exercise Style Options are American Style and are exercised by notifying the Clearing House by 5:30 p.m. CT on the day of exercise. Unexercised options shall expire at 5:30 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 Three-Month Eurodollar Futures

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