Customer Service
info@cmegroup.com
800-331-3332 or 312-930-2316
1-month LIBOR
LIBOR futures
LIBOR futures are geared to one-month LIBOR (London Interbank Offered Rate) rates on a $3 million deposit. LIBOR is often used as the benchmark rate for commercial loans, mortgages and floating rate debt issues.
LIBOR futures provide a way to:
- Hedge interest rate risk related to LIBOR
- Improve hedging capabilities with shorter-term intervals for interest rate risk management
- Take advantage of opportunities in changing price-yield relationships
- Execute spread trading strategies
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View free real-time quotes on a variety of electronically traded CME Group products
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
CNBC's Rick Santelli to host Fed Watch Webinar
Thursday, June 19, 2008
3:00 p.m., Central Time
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
| Trade Unit | Eurodollar Time Deposit having a principal value of $3,000,000 with a one-month maturity. | ||
| Settle Method | Cash Settled | ||
| Point Size | 1 point = .01 = $25.00 | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | 2.00 IMM Index points above or below the Reference RTH price | ||
| Tick Size (Minimum Fluctuation) |
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| Trading Hours | Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Hol 5:00 p.m.-4:00 p.m. | ||
| Listed | |||
| Product Codes | Clearing=EM Ticker=EM GLOBEX=GLB | ||
| Minimum Block Size | |||
| Product Calendar | First 12 consecutive calendar months. View current product listings |
| Trade Unit | Eurodollar Time Deposit having a principal value of $3,000,000 with a one-month maturity. | ||
| Settle Method | Cash Settled | ||
| Point (Tick) Size | 1 point = .01 = $25.00 | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | No Limit | ||
| Minimum Fluctuation |
|
||
| Trading Hours | 7:20 a.m.-2:00 p.m. | ||
| Listed | |||
| Product Codes | Clearing=EM Ticker=EM GLOBEX=GLB | ||
| Minimum Block Size | |||
| Product Calendar | First 12 consecutive calendar months. View current product listings |
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
CNBC's Rick Santelli to host Fed Watch Webinar
Thursday, June 19, 2008
3:00 p.m., Central Time
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
| Contract Month | Product Code | First Trade Date | Last Trade Date | Settlement Date | |
| SEP08 | EMU08 | 09/17/2007 |  |
09/15/2008 | 09/15/2008 |
| OCT08 | EMV08 | 10/15/2007 | |
10/13/2008 | 10/13/2008 |
| NOV08 | EMX08 | 11/19/2007 | |
11/17/2008 | 11/17/2008 |
| DEC08 | EMZ08 | 12/17/2007 | |
12/15/2008 | 12/15/2008 |
| JAN09 | EMF09 | 01/14/2008 | |
01/19/2009 | 01/19/2009 |
| FEB09 | EMG09 | 02/18/2008 | |
02/16/2009 | 02/16/2009 |
| MAR09 | EMH09 | 03/17/2008 | |
03/16/2009 | 03/16/2009 |
| APR09 | EMJ09 | 04/14/2008 | |
04/09/2009 | 04/09/2009 |
| MAY09 | EMK09 | 05/19/2008 | |
05/18/2009 | 05/18/2009 |
| JUN09 | EMM09 | 06/16/2008 | |
06/15/2009 | 06/15/2009 |
| JUL09 | EMN09 | 07/14/2008 | |
07/13/2009 | 07/13/2009 |
| AUG09 | EMQ09 | 08/18/2008 | |
08/17/2009 | 08/17/2009 |
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
CNBC's Rick Santelli to host Fed Watch Webinar
Thursday, June 19, 2008
3:00 p.m., Central Time
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
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