|
|
| CME Eurodollar 5-Year E-mini Bundle Futures |
|
|
 |
|
|
| Listed CME Eurodollar 5-Year E-mini Bundle Futures Contracts |
|
|
|
|
| Months Traded |
|
H, M, U, Z Month Key Code |
| Eligible Months |
|
4 |
| Currently Listed |
|
8 |
| Last Day of Trading Rule |
|
Futures trading shall terminate at 11:00 a.m. (London Time) 5:00a.m. (Chicago Time) on the third London bank business day before the third Wednesday of the contract month. |
| New Contract Listing Rule |
|
A new quarterly futures contract month that terminates ten years in the future will be listed on the first Exchange business day following the day of settlement for the nearest quarterly futures contract month. |
| Special Notes |
|
N/A |
| CME Rule Book Chapter |
|
452 |
| Settlement Type |
|
Cash Settled |
|
|
|
|
Seq.
No. |
Contract
Month |
Product
Code |
First
Trade
Date |
Last
Trade
Date |
Cash
Settlement
Date |
Delete
Date |
| 1 |
Mar 2008 |
E5BH8 |
10/09/06 |
03/14/08 |
03/14/08 |
03/18/08 |
| 2 |
Jun 2008 |
E5BM8 |
10/09/06 |
06/13/08 |
06/13/08 |
06/17/08 |
| 3 |
Sep 2008 |
E5BU8 |
10/09/06 |
09/12/08 |
09/12/08 |
09/16/08 |
| 4 |
Dec 2008 |
E5BZ8 |
12/19/06 |
12/12/08 |
12/12/08 |
12/16/08 |
| 5 |
Mar 2009 |
E5BH9 |
03/19/07 |
03/13/09 |
03/13/09 |
03/18/09 |
| 6 |
Jun 2009 |
E5BM9 |
06/18/07 |
06/12/09 |
06/12/09 |
06/17/09 |
| 7 |
Sep 2009 |
E5BU9 |
09/17/07 |
09/11/09 |
09/11/09 |
09/16/09 |
| 8 |
Dec 2009 |
E5BZ9 |
12/17/07 |
12/11/09 |
12/11/09 |
12/16/09 |
|
