CME Group Eurodollars

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Eurodollar futures
Exchange CME Group
Settlement Cash settled
Trade Unit Eurodollar Time Deposit having a principal value of $1,000,000 with a three-month maturity
Point Value $25
Tick Value $12.50; $6.25 for nearest expiring month.
Contract Months Mar, Jun, Sep, Dec, 40 months in the March quarterly cycle, and the 4 nearest serial contract months
Last Trading Day Futures trading shall terminate at 11:00 a.m. (London Time) 5:00a.m. (Chicago Time on the second London bank business day before the third Wednesday of the contract month. (Due to the 5:00 a.m. terminate time, the last day of trading for contracts listed on RTH - Regular Trading Hours - will be the third business day immediately preceding the third Wednesday of the contract month).
  Open Outcry Electronic
Trading Hours 7:20 a.m.-2:00 p.m. (Chicago time) Mon/Thurs 5:00 p.m.-4:00 p.m. ; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-4:00 p.m. (Chicago time)
Ticker Symbol ED GE
Price Limits None 200 points
 
Eurodollar options
Trade Unit One futures contract
Point Value $25.00 (1 point = .01)
Tick Value $12.50; $6.25 for nearest expiring month. (Half Tick - 0.005; nearest expiring month - Quarter tick - 0.0025)
Option Months Mar, Jun, Sep, Dec. 8 months in the March quarterly cycle and 2 serial months not in the March cycle.
Strike Prices All listed intervals
Option Expiration Day Need OED rules!
  Open Outcry Electronic
Trading Hours 7:20 a.m.-2:00 p.m. (Chicago time) Mon/Thurs 5:00 p.m.-4:00 p.m. ; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-4:00 p.m. (Chicago time)
Ticker Symbol See right Clearing: Calls/Puts=ED; Globex=GE; Ticker Calls=CE; Ticker Puts=PE; AON=OW. 1-YR MID-CURVES (Clearing: Calls/Puts=E0; Globex=GE0; AON=W0). 2YR MID-CURVES (Clearing: Calls/Puts=E2; Globex=GE2; AON=W2). 5YR MID-CURVES (Clearing: Calls/Puts=E5; Globex=GE5; AON=W5)
Price Limits Trading halts when primary futures contract is locked at limit. N/A

Notes

Please note: CME Group Eurodollar futures are eligible for mutual offset (MOS) with the Singapore Exchange.


Also See

CME Group interest rate products

Resources

CME Group Web site

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