Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread
Futures
Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures - Calendar
| Contract Month | Product Code | First TradeLast Trade | Settlement | First HoldingLast Holding | First PositionLast Position | First NoticeLast Notice | First DeliveryLast Delivery |
|---|---|---|---|---|---|---|---|
| Contract Month | Product Code | First TradeLast Trade | Settlement | First HoldingLast Holding | First PositionLast Position | First NoticeLast Notice | First DeliveryLast Delivery |
| Apr 2025 | EUSJ25 | 13 Jan 2025 14 Apr 2025 | 14 Apr 2025 | - - | 14 Apr 2025 14 Apr 2025 | - - | 15 Apr 2025 15 Apr 2025 |
| May 2025 | EUSK25 | 14 Feb 2025 19 May 2025 | 19 May 2025 | - - | 19 May 2025 19 May 2025 | - - | 20 May 2025 20 May 2025 |
| Jun 2025 | EUSM25 | 16 Jun 2023 16 Jun 2025 | 16 Jun 2025 | - - | 16 Jun 2025 16 Jun 2025 | - - | 17 Jun 2025 17 Jun 2025 |
| Jul 2025 | EUSN25 | 14 Apr 2025 14 Jul 2025 | 14 Jul 2025 | - - | 14 Jul 2025 14 Jul 2025 | - - | 15 Jul 2025 15 Jul 2025 |
| Sep 2025 | EUSU25 | 18 Sep 2023 15 Sep 2025 | 15 Sep 2025 | - - | 15 Sep 2025 15 Sep 2025 | - - | 16 Sep 2025 16 Sep 2025 |
| Dec 2025 | EUSZ25 | 16 Oct 2023 15 Dec 2025 | 15 Dec 2025 | - - | 15 Dec 2025 15 Dec 2025 | - - | 16 Dec 2025 16 Dec 2025 |
| Mar 2026 | EUSH26 | 16 Oct 2023 16 Mar 2026 | 16 Mar 2026 | - - | 16 Mar 2026 16 Mar 2026 | - - | 17 Mar 2026 17 Mar 2026 |
| Jun 2026 | EUSM26 | 16 Oct 2023 15 Jun 2026 | 15 Jun 2026 | - - | 15 Jun 2026 15 Jun 2026 | - - | 16 Jun 2026 16 Jun 2026 |
| Sep 2026 | EUSU26 | 16 Oct 2023 14 Sep 2026 | 14 Sep 2026 | - - | 14 Sep 2026 14 Sep 2026 | - - | 15 Sep 2026 15 Sep 2026 |
| Dec 2026 | EUSZ26 | 18 Dec 2023 14 Dec 2026 | 14 Dec 2026 | - - | 14 Dec 2026 14 Dec 2026 | - - | 15 Dec 2026 15 Dec 2026 |
| Mar 2027 | EUSH27 | 18 Mar 2024 15 Mar 2027 | 15 Mar 2027 | - - | 15 Mar 2027 15 Mar 2027 | - - | 16 Mar 2027 16 Mar 2027 |
| Jun 2027 | EUSM27 | 17 Jun 2024 14 Jun 2027 | 14 Jun 2027 | - - | 14 Jun 2027 14 Jun 2027 | - - | 15 Jun 2027 15 Jun 2027 |
