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Cme eurodollar futures contract specs

Cme eurodollar futures contract specs

The final settlement price of an expiring Eurodollar futures contract is determined by reference to three-month LIBOR on the last trading day. Thus, movements in the Eurodollar futures market provide clues as to where the smart money players think LIBOR will be in the future. The "new" front-month contract begins trading in 0.0025 increments on the same Trade Date as the Last Trading Day of the expiring "old" front-month contract. Contract Months Mar, Jun, Sep, Dec, extending out 10 years (total of 40 contracts) plus the four nearest serial expirations (months that are not in the March quarterly cycle). Find information for Corn Futures provided by CME Group. View Contract Specs Learn more about CME Group’s grains and oilseeds futures and options including corn, soybeans, soybean oil, and more. gcg is wholly owned by gain capital holdings inc, whereas fol is wholly owned by global futures and forex ltd. THIS MATERIAL IS CONVEYED AS A SOLICITATION FOR ENTERING INTO A DERIVATIVES TRANSACTION. THIS MATERIAL HAS BEEN PREPARED BY A FUTURESONLINE BROKER WHO PROVIDES RESEARCH MARKET COMMENTARY AND TRADE RECOMMENDATIONS AS PART OF HIS OR HER SOLICITATION FOR ACCOUNTS AND SOLICITATION FOR TRADES.

One-quarter of one basis point (0.0025) or $6.25 per contract. Expiring contracts are cash settled to 100 minus the ICE Benchmark Administration survey of 3-month U.S. Dollar LIBOR on the last trading day. Final settlement will be rounded to four decimal places, equal to 1/100 of one basis point, or $0.25 per contract.

One-quarter of one basis point (0.0025) or $6.25 per contract. Expiring contracts are cash settled to 100 minus the ICE Benchmark Administration survey of 3-month U.S. Dollar LIBOR on the last trading day. Final settlement will be rounded to four decimal places, equal to 1/100 of one basis point, or $0.25 per contract. The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day.

8 Nov 2019 Libor is a linchpin for the biggest product group traded at CME, its eurodollar options and futures contracts. That CME market is also the biggest 

6 Apr 2018 Electronic trading of eurodollar futures takes place on the CME S&P 500 futures (an electronically traded futures contract one-fifth the size of  A common use for Eurodollar futures contracts is for a company or a bank to secure the current interest rate on money it expects to Eurodollar Contract Specifications 85% of the Eurodollar futures are traded on CME Globex Platform. Market Specifications. Trading Screen Product Name: Eurodollar Futures; Trading Screen Hub Name: ICEU; Commodity Code. ED. Contract Series. Mar, Jun  Eurodollar futures contract specifications are available from the CME rulebook at www.cmegroup.com. Page 11. Eurodollar futures contracts expire at 11:00 a.m.  Symbol, Future, Exchange, Hours, Months, Contract Size, Point Value. ED, Eurodollar (3 Month), CME, 7:20-14:00, H,M,U,Z, 1 mil EUR, 1 pt = $25.00. (Price quotes for CME Eurodollar (Globex) delayed at least 10 minutes as per exchange requirements). Trade Eurodollar (Globex) now with:  TO GET STARTED TRADING CME INTEREST RATE PRODUCTS. ® deposit futures contract reflects 94.24, implying a forward Eurodollar Mercantile Exchange rules should be consulted in all cases concerning contract specifications.

The Eurodollar futures contract, developed and introduced by CME in 1981, represents an interest rate on a three-month deposit of $1 million. The Eurodollar futures contract is now the most actively traded futures contract in the world. Open interest in the contract recently surpassed four million. CME Eurodollar Contract Specifications Eurodollar Futures. Contract Size - $1,000,000. Quotations - Index points

contract specifications - Track economic announcements with forecast and actuals. Learn about Micro E-mini S&P 500, MES, CME/Globex, $5 x S&P Index, H,M,U,Z, 0.25 / $1.25 Eurodollar, GE, CME/Globex, $1 mil, H,M,U,Z, 0.01 / $25.00. UPDATED. 3/17/2020. Exchange. Intraday. CME. Margin. Lifetime. Lease. Free GE. EURODOLLAR FUTURES. 500. 522.5. 475. More Info 1 Includes $0.10 per futures contract routing fee for use of Continuum (default). Use of Specs. All In Rates1. (License Level). Product. Group. Product. Code. Product. Initial. Margin. Annual turnover of interest rate futures contracts by major exchangesCa) 3- month eurodollar time deposit. CME. Dec. 81. $1 million. 0.01 point - $25. Cash It should be noted that contract specifications are often changed by the exchanges.

Contract Specs. Financial Currencies Indicies Dairy Grains Energies Symbol Future Exchange Hours Months Contract Size Point Value; ED: Eurodollar (3 Month) CME: 7:20-14:00: H,M,U,Z: 1 mil EUR: 1 pt = $25.00: GED: Futures trading is not appropriate for all investors.

The final settlement price of an expiring Eurodollar futures contract is determined by reference to three-month LIBOR on the last trading day. Thus, movements in the Eurodollar futures market provide clues as to where the smart money players think LIBOR will be in the future. The "new" front-month contract begins trading in 0.0025 increments on the same Trade Date as the Last Trading Day of the expiring "old" front-month contract. Contract Months Mar, Jun, Sep, Dec, extending out 10 years (total of 40 contracts) plus the four nearest serial expirations (months that are not in the March quarterly cycle). Find information for Corn Futures provided by CME Group. View Contract Specs Learn more about CME Group’s grains and oilseeds futures and options including corn, soybeans, soybean oil, and more. gcg is wholly owned by gain capital holdings inc, whereas fol is wholly owned by global futures and forex ltd. THIS MATERIAL IS CONVEYED AS A SOLICITATION FOR ENTERING INTO A DERIVATIVES TRANSACTION. THIS MATERIAL HAS BEEN PREPARED BY A FUTURESONLINE BROKER WHO PROVIDES RESEARCH MARKET COMMENTARY AND TRADE RECOMMENDATIONS AS PART OF HIS OR HER SOLICITATION FOR ACCOUNTS AND SOLICITATION FOR TRADES.

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