CME LIBOR Futures
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Listed CME LIBOR Futures Contracts
Months Traded All calendar months    Month Key Code
Eligible Months 12
Currently Listed 12
Last Day of Trading Rule 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 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 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
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