CME LIBOR Futures
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CME LIBOR Futures
Trade Unit Eurodollar Time Deposit having a principal value of $3,000,000 with a one-month maturity.
Point Descriptions 1 point = .01 = $25.00
Contract Listing First 12 consecutive calendar months.
Strike Price Interval N/A
Product Code Clearing=EM
Ticker=EM
GLOBEX=GLB
Trading Venue: Floor
Hours 7:20 a.m.-2:00 p.m.
Listed All listed series
Strike N/A
Limits No Limit
Minimum Fluctuation Regular 0.0025=$6.25
Trading Venue: CME® Globex®
Hours Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Hol 5:00 p.m.-4:00 p.m. LTD(Mon 5:00 a.m.)^ See note*
Listed All listed series
Strike N/A
Limits 2.00 IMM Index points above or below the Reference RTH price
Minimum Fluctuation Regular 0.0025=$6.25
Futures and Options
LIBOR NOV07
95.335
+1.25
Updated:
10/26/07 03:22 PM CST
CME RTH Flash Quotes
LIBOR NOV07
95.335
+1
Updated:
10/26/07 03:22 PM CST
CME Globex Flash Quotes