mini-sized Eurodollar Futures
| Contract Size |
|
Eurodollar Time Deposit having a principal value of $500,000 with a three-month maturity. |
| Deliverable Grades |
|
N/A |
| Tick Size |
|
One-half of one basis point (or $6.25/contract) |
| Price Quote |
|
Prices are quoted in terms of an index consisting of the difference between the number 100.00 and the Three-Month Eurodollar yield on an annual basis for a 360-day year. |
| Contract Months |
| March, June, September, December (20 deferred contract expiration months are always listed up to the next 20 quarterly contract months). |
| Last Trading Day |
| Second London bank business day immediately preceding the third Wednesday of the delivery month. |
| Settlement |
|
The contract is cash settled with the final settlement price based on the British Bankers' Association Interest Settlement Rate. |
| Delivery Method |
| N/A |
| Trading Hours |
| Electronic: 6:00 pm to 4:00 pm, Central Time, Sunday - Friday Trading in expiring contracts closes at 5:00 am*, Central Time, on the last trading day * This is 5:00 am, Central Time, except when Daylight Savings Time is in effect in either London or Chicago, but not both. |
| Ticker Symbols |
| Electronic Trading: YE |
| Daily Price Limit |
| None |
| Margin Information |
| Find information on margins requirements for the mini-sized Eurodollar Futures. |
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