| CME LIBOR Options |
| Trade Unit |
One IMM One-Month LIBOR futures contract. |
| Point Descriptions |
½ point = .005 = $12.50 |
| Contract Listing |
Twelve consecutive calendar months. |
| Strike Price Interval |
.125 intervals for all expirations, e.g., 92.125, 92.25, 92.375, 92.50, 92.625, 92.75, etc. |
| Product Code |
Clearing
Calls/Puts=EM
Ticker
Calls/Puts=EM
|
| Trading Venue: Floor |
| Hours |
7:20 a.m. to 2:00 p.m.LTD(Mon 5:00 a.m.)^ |
| Listed |
All listed contracts |
| Strike |
All listed intervals |
| Limits |
Trading halted when the primary futures contract is limit bid or offered. |
| Minimum Fluctuation |
Regular |
0.005=$12.50 Excluding the nearby expiring month |
| Cab |
0.0025=$6.25 |
| Quarter |
0.0025=$6.25 For nearby expiring month |
