Customer Service
info@cmegroup.com
800-331-3332 or 312-930-2316
Mini-sized Eurodollar
Product Snapshot: Mini-sized Eurodollar Futures
Mini-sized Eurodollar futures provide a valuable, cost-effective tool for hedging interest rate fluctuations on Eurodollars – U.S. dollars deposited in commercial banks outside the United States. Eurodollar deposits play a major role in the international capital market, and have long served as a benchmark interest rate for corporate funding.
Mini-sized Eurodollar futures provide a way to:
- Hedge short term interest rate risk
- Execute a variety of trading strategies, such as Butterflies, Packs and Bundles
- Express a view on the direction of interest rates
|
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 $500,000 with a three-month maturity. | ||
| Settle Method | Cash Settled | ||
| Point Size | 1 point = $6.25 | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | |||
| Tick Size (Minimum Fluctuation) |
|
||
| Trading Hours | Electronic: 1800 – 1600 Chicago time, Sunday through Friday | ||
| Listed | |||
| Product Codes | Electronic: YE | ||
| Minimum Block Size | |||
| Product Calendar | 40 consecutive quarterly expirations in the March, June, September, and December cycle. For launch the following contracts will be listed: March 2004 through December 2013. 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 | |
| MAR11 | YEH11 | 03/21/2001 |  |
03/14/2011 | 03/14/2011 |
| JUN11 | YEM11 | 06/20/2001 | |
06/13/2011 | 06/13/2011 |
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.
|
Learning Links |
|
Eurodollar Daily Settlement |