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| Listed CME LIBOR Futures Contracts |
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| Months Traded |
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All calendar months Month Key Code |
| Eligible Months |
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12 |
| Currently Listed |
|
12 |
| Last Day of Trading Rule |
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Futures trading shall terminate at 11:00 a.m. (London Time) 5:00 a.m. (Chicago Time) on the second London bank business day before the third Wednesday of the contract month. (Due to the 5:0 a.m. terminate time, the last day of trading for contracts liste |
| New Contract Listing Rule |
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At 7:20 a.m. on the same day the front month expires, (the front month usually expires on a Monday morning at 5:00 a.m.) unless that day is a holiday, in which case the new contract month will be listed on the following business day. |
| Special Notes |
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Monday, February 17, 2003, is an Exchange holiday. Since Libor futures contracts can trade until 5:00 am on GLOBEX, on the last day of trading, the last day of trading for the February 2003 Libor futures contract will be Tuesday, February 18, 2003. |
| CME Rule Book Chapter |
|
453 |
| Settlement Type |
|
Cash Settled |
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Seq. No. |
Contract Month |
Product Code |
First Trade Date |
Last Trade Date |
Cash Settlement Date |
Delete Date |
| 1 |
Jan 2008 |
EMF8 |
01/15/07 |
01/14/08 |
01/14/08 |
01/18/08 |
| 2 |
Feb 2008 |
EMG8 |
02/20/07 |
02/18/08 |
02/18/08 |
02/22/08 |
| 3 |
Mar 2008 |
EMH8 |
03/19/07 |
03/17/08 |
03/17/08 |
03/24/08 |
| 4 |
Apr 2008 |
EMJ8 |
04/16/07 |
04/14/08 |
04/14/08 |
04/18/08 |
| 5 |
May 2008 |
EMK8 |
05/14/07 |
05/19/08 |
05/19/08 |
05/23/08 |
| 6 |
Jun 2008 |
EMM8 |
06/18/07 |
06/16/08 |
06/16/08 |
06/20/08 |
| 7 |
Jul 2008 |
EMN8 |
07/16/07 |
07/14/08 |
07/14/08 |
07/18/08 |
| 8 |
Aug 2008 |
EMQ8 |
08/13/07 |
08/18/08 |
08/18/08 |
08/22/08 |
| 9 |
Sep 2008 |
EMU8 |
09/17/07 |
09/15/08 |
09/15/08 |
09/19/08 |
| 10 |
Oct 2008 |
EMV8 |
10/15/07 |
10/13/08 |
10/13/08 |
10/17/08 |
| 11 |
Nov 2008 |
EMX8 |
11/19/07 |
11/17/08 |
11/17/08 |
11/21/08 |
| 12 |
Dec 2008 |
EMZ8 |
12/17/07 |
12/15/08 |
12/15/08 |
12/19/08 |
| 13 |
Jan 2009 |
EMF9 |
01/14/08 |
01/16/09 |
01/16/09 |
01/23/09 |
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