Commodity Exch Trading Hrs Contract Size Deliv Mths Sym Min. Fluctuation Pt Value
3Mo Eurodollars

CME

7:20-14:00

$1mil. E$

H,M,U,Z

ED,RED

.005 ($12.50)

1 pt=$25

3Mo Euroyen

CME

7:20-14:00

¥100mil. yen

H,M,U,Z

EY

.01 (¥2,500)

1 pt=¥2,500

Libor 1Mo

CME

7:20-14:00

$3 mil.

All

EM,REM

.005 ($12.50)

1 pt=$25

F-Funds 30 Day

CBOT

7:20-14:00

$5 mil.

All

FF,RFF

.005 ($20.835)

1 pt=$41.67

US T-Bonds

CBOT

7:20-14:00

$100K bond

H,M,U,Z

US,USD

1/32 ($31.25)

1/32=$31.25

T-Notes 10 yrs

CBOT

7:20-14:00

$100K note

H,M,U,Z

TY,TYD

1/64 ($15.625)

1/64=$15.625

T-Notes 5 yrs

CBOT

7:20-14:00

$100K note

H,M,U,Z

FV,RFV

1/64 ($15.625)

1/64=$15.625

T-Notes 2 yrs

CBOT

7:20-14:00

$200K note

H,M,U,Z

TU,RTU

1/128 ($15.625)

1/128=$15.625

90 Day T-Bills

CME

7:20-14:00

$1mil. bill

H,M,U,Z

TB,RTB

.01 ($25)

1 pt=$25

           

 

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