CME Eurodollar Options
Overview
About
Contract Specifications
Contract Listings
Trading Hours
Product Calendars
Time & Sales
Resources
Performance Bonds
CME Eurodollar Options
Trade Unit One Eurodollar Time Deposit Futures Contract
Point Descriptions 1 point = .01 = $25.00
Contract Listing Mar, Jun, Sep, Dec, Eight months in the March quarterly cycle and two serial months not in the March cycle.
Strike Price Interval N/A
Product Code Clearing
Calls/Puts=ED
Globex=GE
Ticker Calls=CE
Ticker Puts=PE
AON=OW
1YR MID-CURVES:
Clearing
Calls/Puts=E0
Globex=GE0
AON=W0
2YR MID-CURVES:
Clearing
Calls/Puts=E2
Globex=GE2
AON=W2
5YR MID-CURVES:
Clearing
Calls/Puts=E5
Globex=GE5
AON=W5
Trading Venue: Floor
Hours 7:20 a.m.-2:00 p.m. LTD(Friday 2:00 p.m.)^
Listed All listed series
Strike All listed intervals
Limits No Limit
Minimum Fluctuation Half Tick 0.005=$12.50 For all options on Eurodollar futures including quarterly, serial and mid-curve expirations, except when the underlying future is the nearest monthly expiration.
Cab 0.0025=$6.25
Quarter 0.0025=$6.25 When Underlying Future is nearest expiring month.
Trading Venue: CME® Globex®
Hours Mon/Thurs 5:00 p.m.-4:00 p.m.; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-4:00 p.m. LTD(Mon 5:00 a.m.)
Listed 2.00 IMM index points above or below the reference RTH price
Strike Strike listing rules shall be identical to the open outcry trading.
Limits Trading halts when primary futures contract is locked at limit.
Minimum Fluctuation Half Tick 0.005=$12.50 For all options on Eurodollar futures including quarterly, serial and mid-curve expirations, except when the underlying future is the nearest monthly expiration.
Cab 0.0025=$6.25
Quarter 0.0025=$6.25 When Underlying Future is nearest expiring month.
Futures and Options
EURO $ MAR08
95.675
-2
Updated:
10/26/07 03:22 PM CST
CME RTH Flash Quotes
EURO $ MAR08
95.665
-3
Updated:
10/26/07 03:22 PM CST
CME Globex Flash Quotes