|
gptkbp:instanceOf
|
gptkb:financial_services_company
|
|
gptkbp:assetClass
|
gptkb:Eurodollar_time_deposit
|
|
gptkbp:category
|
short-term interest rate futures
|
|
gptkbp:denomination
|
gptkb:US_dollars
|
|
gptkbp:finalSettlementDate
|
third Wednesday of contract month
|
|
gptkbp:firstTraded
|
1981
|
|
gptkbp:liquidity
|
high
|
|
gptkbp:listedOn
|
gptkb:Chicago_Mercantile_Exchange
|
|
gptkbp:marginRequirement
|
set by CME Clearing
|
|
gptkbp:marketParticipants
|
corporations
banks
hedge funds
asset managers
speculators
|
|
gptkbp:minimumPriceFluctuation
|
0.0025 (0.25 basis points)
|
|
gptkbp:openInterest
|
widely tracked
|
|
gptkbp:quotedAs
|
100 minus implied 3-month USD LIBOR
|
|
gptkbp:regulates
|
gptkb:Commodity_Futures_Trading_Commission
|
|
gptkbp:relatedTo
|
gptkb:LIBOR
gptkb:SOFR_futures
|
|
gptkbp:settlementPrice
|
determined by CME at contract expiry
|
|
gptkbp:settlementType
|
cash settled
|
|
gptkbp:stockExchange
|
CME Globex: nearly 24 hours
|
|
gptkbp:stockSymbol
|
gptkb:GE
|
|
gptkbp:targetUser
|
$1 million
3 months
|
|
gptkbp:tickValue
|
$25 per basis point
|
|
gptkbp:tradedOn
|
gptkb:CME_Group
|
|
gptkbp:usedFor
|
speculation
arbitrage
interest rate hedging
|
|
gptkbp:bfsParent
|
gptkb:Chicago_Mercantile_Exchange
gptkb:CME_Group
|
|
gptkbp:bfsLayer
|
6
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
Eurodollar futures
|