Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Financial Derivative
|
| gptkbp:assetClass |
Eurodollar Time Deposit
|
| gptkbp:clearingHouse |
gptkb:CME_Clearing
|
| gptkbp:contractUnit |
3-month Eurodollar deposit
|
| gptkbp:denomination |
gptkb:US_Dollar
|
| gptkbp:exchangeCode |
gptkb:GE
|
| gptkbp:finalSettlement |
Based on 3-month USD LIBOR
|
| gptkbp:firstTraded |
1981
|
| https://www.w3.org/2000/01/rdf-schema#label |
Eurodollar Futures
|
| gptkbp:largestMarket |
Short-term Interest Rate Futures
|
| gptkbp:marginRequirement |
Yes
|
| gptkbp:maturation |
Quarterly
|
| gptkbp:openInterest |
Yes
|
| gptkbp:priceQuotedAs |
100 minus annualized 3-month USD LIBOR
|
| gptkbp:regulates |
gptkb:CFTC
|
| gptkbp:settlementPeriod |
Third Wednesday of Contract Month
|
| gptkbp:settlementType |
Cash Settled
|
| gptkbp:stockExchange |
Nearly 24 hours
|
| gptkbp:targetUser |
$1,000,000
|
| gptkbp:tickSize |
0.0025%
|
| gptkbp:tickValue |
$25
|
| gptkbp:tradedOn |
gptkb:CME_Group
|
| gptkbp:usedFor |
gptkb:Arbitrage
Speculation Interest Rate Hedging |
| gptkbp:bfsParent |
gptkb:Futures_Contract
|
| gptkbp:bfsLayer |
6
|