| 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. |
