7/24/13

Eurodollar

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CME Group Interest Rates Eurodollar

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Eurodollar Futures
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Quotes | Contract Specifications | Perform ance Bonds / Margins | Product Calendar | Learn More

Eurodollar Futures vs. 2-Year Treasury Futures (3:2) 60% Spread Credit

Eurodollar Cross Margining Efficiencies

Utilizing the CME Group proprietary SPAN margin system, cross margining
allow s gains accruing to futures or options positions w ithin an asset class
to be immediately available to meet the margin requirements of futures or
options positions that have sustained losses. This reduces your capital
requirements w hile freeing up more of your funds to pursue additional
profit opportunities.
To the right is an example of how cross margining w ith Eurodollars can
reduce your capital requirements.

Outright rates:
2-Year Note Futures: $500
Eurodollar Futures (2nd Year Red): $550
Spread credit: 60 percent
Margin before spread credit: $550 x 3 + $500 x 2 = $2,650
Margin after spread credit: $2,650 X 0.4 = $1,060 for a
savings of $1,590

Click here for more Eurodollar highlights

Quotes

Time & Sales

Volume

Trade Date: 7/24/2013

Settlements

Globex Futures | Open Outcry Futures

Market Data is delayed at least 10 minutes

About this Report

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Month
Aug 2013
Sep 2013
Oct 2013
Nov 2013
Dec 2013
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Mar 2014
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Mar 2015
Jun 2015
Sep 2015
Dec 2015
Mar 2016
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Charts

Last

Change

Prior
Settle

Open

High

Low

Volume

Updated

99.7275

0.000

99.7275

99.7250

99.7275

99.7225

4,107

9:18:47 AM CT
7/24/2013

99.710

0.000

99.71

99.715

99.715

99.705

42,781

9:36:22 AM CT
7/24/2013

99.700

0.000

99.70

99.695

99.700

99.695

102

8:38:11 AM CT
7/24/2013

99.68

8:38:11 AM CT
7/24/2013

99.660

0.000

99.66

99.665

99.665

99.650

37,133

9:36:20 AM CT
7/24/2013

99.645

8:38:11 AM CT
7/24/2013

99.600

-0.005

99.605

99.610

99.610

99.590

51,933

9:36:20 AM CT
7/24/2013

99.535

-0.010

99.545

99.550

99.550

99.530

48,628

9:36:20 AM CT
7/24/2013

99.455

-0.020

99.475

99.480

99.480

99.450

79,252

9:36:22 AM CT
7/24/2013

99.360

-0.025

99.385

99.390

99.390

99.355

111,983

9:36:18 AM CT
7/24/2013

99.230

-0.035

99.265

99.270

99.270

99.220

82,308

9:36:20 AM CT
7/24/2013

99.060

-0.045

99.105

99.110

99.110

99.055

73,877

9:36:18 AM CT
7/24/2013

98.850

-0.055

98.905

98.910

98.910

98.840

48,374

9:36:18 AM CT
7/24/2013

98.605

-0.065

98.67

98.675

98.675

98.600

51,860

9:36:19 AM CT
7/24/2013

98.350

-0.070

98.42

98.425

98.425

98.340

35,838

9:36:21 AM CT
7/24/2013

98.085

-0.080

98.165

98.170

98.170

98.075

39,370

9:36:22 AM CT
7/24/2013

97.825

-0.085

97.91

97.915

97.915

97.815

19,833

9:36:22 AM CT
7/24/2013

97.575

-0.090

97.665

97.670

97.670

97.565

25,112

9:36:20 AM CT
7/24/2013

97.350

-0.085

97.435

97.440

97.440

97.330

13,681

9:36:21 AM CT
7/24/2013

97.115

-0.090

97.205

97.205

97.205

97.100

12,525

9:36:20 AM CT
7/24/2013

www.cmegroup.com/trading/interest-rates/stir/eurodollar.html

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7/24/13

-0.090

97.205

97.205

97.205

97.100

12,525

96.905

-0.085

96.99

96.990

96.995

96.890

7,187

9:36:20 AM CT
7/24/2013

96.700

-0.085

96.785

96.780

96.790

96.685

6,043

9:36:20 AM CT
7/24/2013

96.520

-0.085

96.605

96.605

96.610 b

96.505

6,944

9:36:20 AM CT
7/24/2013

96.355

-0.085

96.44

96.445

96.445

96.340

2,735

9:36:20 AM CT
7/24/2013

96.220 a

-0.075

96.295

96.300

96.300

96.205

414

9:36:09 AM CT
7/24/2013

96.085 a

-0.075

96.16

96.165

96.170 b

96.080

225

9:34:55 AM CT
7/24/2013

95.980

-0.075

96.055

96.055

96.060 b

95.965

131

9:35:40 AM CT
7/24/2013

95.880 a

-0.070

95.95

95.950

95.955 b

95.865

109

9:34:55 AM CT
7/24/2013

95.785 b

-0.070

95.855

95.855

95.855

95.770 a

48

9:35:40 AM CT
7/24/2013

95.710 b

-0.055

95.765

95.700 a

57

9:34:55 AM CT
7/24/2013

95.630 a

-0.080

95.71

95.700

95.700

95.630 a

13

9:35:40 AM CT
7/24/2013

95.605 b

-0.055

95.66

95.595 a

9:34:55 AM CT
7/24/2013

95.605

95.54

8:38:11 AM CT
7/24/2013

95.51

8:38:11 AM CT
7/24/2013

95.465

8:38:11 AM CT
7/24/2013

95.43

8:38:11 AM CT
7/24/2013

95.385

8:38:11 AM CT
7/24/2013

95.365

8:38:11 AM CT
7/24/2013

95.34

8:38:11 AM CT
7/24/2013

95.315

8:38:11 AM CT
7/24/2013

95.27

8:38:11 AM CT
7/24/2013

95.24

8:38:11 AM CT
7/24/2013

95.20

8:38:11 AM CT
7/24/2013

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Eurodollar

97.115

Price Chart

7/24/2013

8:38:11 AM CT
7/24/2013

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2013 CME Group Inc. All rights reserved.

Eurodollar
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