SGX Eurodollar futures

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SGX Eurodollar futures
Exchange Singapore Exchange
Settlement Cash settled
Contract Size US$1,000,000 per contract
Pricing Unit 1 basis point (US$25)
Tick Value Quarter-tick trading for spot month futures (0.0025 points valued at US$6.25)

Half-tick trading for second month through tenth year futures contract (0.005 points valued at US$12.50)

Quarter-tick trading for second nearest contract month on the last trading day of the expiring contract month

Contract Months 4 nearest serial months and March, June, September and December months on a 10-Year Cycle
Last Trading Day Second London business day immediately preceding the third Wednesday of the contract month.
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Singapore :

7.45 am - 7.00pm 9.20 pm - 4.00 am**

(**MOS trading hours)

Ticker Symbol N/A ED
Price Limits N/A N/A
 
SGX Eurodollar options
Trade Unit One futures contract
Point Value 1 basis point (US$25)
Tick Value 0.005 ppoints equivalent to US$12.50 per tick. Quarter-tick trading for the option contract whose underlying futures contract is also trading in quarter-ticks. (0.0025 points valued at US$6.25)
Option Months March, June, September and December months on a 1 Year Cycle
Strike Prices At 0.50 index point intervals for Eurodollar levels below 88.00 and 0.25 index point intervals for Eurodollar levels above 88.00.
Exercise Style Options buyers may exercise on any Eurodollar business day.

Exercise results in a long futures position for a call buyer or a put seller, and a short futures position for a put buyer or a call seller. The futures position is effective on the trading day immediately following the exercise, and is marked-to-market to the settlement that day.

  No Open Outcry Electronic
Trading Hours N/A Singapore : 7.45 am - 7.00 pm
Ticker Symbol N/A Calls: CE Puts: PE
Price Limits N/A N/A

[1]

Notes

Quotes from Barchart.com[2]

Resources

Singapore Exchange Contract Specifications of SGX Eurodollar Futures/Options


References

  1. Singapore Eurodollar Futures. Quandl.com.
  2. SGX Eurodollar. Barchart.com.