Market data is delayed by at least 10 minutes. All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day. Eurodollar futures rack up the highest average daily volume of any contract traded at the CME, with the largest open interest. At the end of November , total open interest, or contracts outstanding, represented a $12.84 trillion notional value. Eurodollar futures are used as a hedging tool for interest rate swaps, loans and mortgages.

The progression of Nth roots of interest rate products is the chain of geometric means — yields that are averages of shorter-term 90-day rates. Profits or losses on trades from riding the Eurodollar rate curve tend to go in the same direction for all maturities on a given day, with the results depending on interest rate movements in the market. Making money being outright short equities, long VIX futures/ETP's or long puts at the end of the business cycle requires extreme precision and timing. Downward trends in short term interest rates, go If interest rates go down, the price of the interest rate future goes up and vice-versa. Assume a trader speculates that in one-year interest rates may decrease. The trader purchases a 30-year Market data is delayed by at least 10 minutes. All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day. Eurodollar futures rack up the highest average daily volume of any contract traded at the CME, with the largest open interest. At the end of November , total open interest, or contracts outstanding, represented a $12.84 trillion notional value. Eurodollar futures are used as a hedging tool for interest rate swaps, loans and mortgages. futures contract references a 3-month forward interest rate, the (forward) duration exposure of every ED contract is standardized at 0.25 years. A further convenience is that every ED futures contract expires by cash settlement, by fi nal mark-to-market to the fi nal settlement price. Hedging Borrowing Costs with Eurodollar Futures and Options

Market data is delayed by at least 10 minutes. All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest

futures contract references a 3-month forward interest rate, the (forward) duration exposure of every ED contract is standardized at 0.25 years. A further convenience is that every ED futures contract expires by cash settlement, by fi nal mark-to-market to the fi nal settlement price. Hedging Borrowing Costs with Eurodollar Futures and Options One way to get involved without directly trading futures markets would be using eurodollar ETFs like the VelocityShares Long LIBOR ETN (ULBR). on Eurodollar futures trading as of 3:00 p.m. but The interest rate markets offer a lot of possibilities and strategies. You can trade the outright, the intra-product spread (calendar spread or calendar spreads combinations) and you can create your own spread with different futures (inter-product spread) Sometimes I analyze the outrights and certain spreads but today I’m going to introduce a strategy used by some of the biggest market TO GET STARTED TRADING CME INTEREST RATE PRODUCTS Since the introduction of financial futures at the Chicago Mercantile Exchange in 1972,the importance of futures in transferring financial risk has been proven by the explosive growth in the market. The vast array of CME interest rate prod- Conversely, when interest rates move lower, the seller of the futures contract will compensate the buyer for the lower interest rate at the time of expiration. To accurately determine the gain or loss of an interest rate futures contract, an interest rate futures price index was created. When buying, the index can be calculated by subtracting

The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day.

Making money being outright short equities, long VIX futures/ETP's or long puts at the end of the business cycle requires extreme precision and timing. Downward trends in short term interest rates, go If interest rates go down, the price of the interest rate future goes up and vice-versa. Assume a trader speculates that in one-year interest rates may decrease. The trader purchases a 30-year Market data is delayed by at least 10 minutes. All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day.

An interest rate future is a financial derivative (a futures contract) with an interest-bearing instrument as the underlying asset. It is a particular type of interest rate derivative.. Examples include Treasury-bill futures, Treasury-bond futures and Eurodollar futures.. The global market for exchange-traded interest rate futures is notionally valued by the Bank for International Settlements

The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day.

The progression of Nth roots of interest rate products is the chain of geometric means — yields that are averages of shorter-term 90-day rates. Profits or losses on trades from riding the Eurodollar rate curve tend to go in the same direction for all maturities on a given day, with the results depending on interest rate movements in the market.

The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day. You can find the expected interest rate from the Eurodollar pricing. To do so, you take 100 and subtract the price at which the Eurodollar is trading. The equation would look like this: 100 – (Current Futures Price) = Interest Rate The progression of Nth roots of interest rate products is the chain of geometric means — yields that are averages of shorter-term 90-day rates. Profits or losses on trades from riding the Eurodollar rate curve tend to go in the same direction for all maturities on a given day, with the results depending on interest rate movements in the market. Making money being outright short equities, long VIX futures/ETP's or long puts at the end of the business cycle requires extreme precision and timing. Downward trends in short term interest rates, go If interest rates go down, the price of the interest rate future goes up and vice-versa. Assume a trader speculates that in one-year interest rates may decrease. The trader purchases a 30-year Market data is delayed by at least 10 minutes. All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest

Making money being outright short equities, long VIX futures/ETP's or long puts at the end of the business cycle requires extreme precision and timing. Downward trends in short term interest rates, go If interest rates go down, the price of the interest rate future goes up and vice-versa. Assume a trader speculates that in one-year interest rates may decrease. The trader purchases a 30-year Market data is delayed by at least 10 minutes. All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest