金融产品说明Eurodollar_Futures_CME_.pdfVIP

CME Interest Rate Products CME Eurodollar Futures Global Leadership in the Financial Marketplace CME is the largest and most diverse financial futures and options exchange in the world – handling nearly 800 million futures contracts worth more than $460 trillion in a single year. Founded in 1898, we serve the risk-management needs of customers around the globe by offering the widest range of benchmark financial products available on any exchange, traded via our CME Globex electronic trading platform and on our trading floors. Our innovative products cover major market segments – including interest rates, equities, foreign exchange, commodities and alternative investment products – and improve the way these markets work for customers everywhere. CME Interest Rate Products CME interest rate products enable banks and other lenders world- wide to hedge interest rate risks, and in turn help to reduce the overall cost of borrowing and financing. CME trades more short-term interest rate futures and options than any other exchange in the world. The cornerstone of the CME interest rate product line is CME Eurodollar futures, the world’s most actively traded futures contract. In addition, CME Eurodollar options are the most actively traded exchange-listed interest rate options in the world. Table of Contents PAGE ABOUT CME EURODOLLAR FUTURES AND OPTIONS 2 WHY TRADE CME EURODOLLAR FUTURES? 3 PRICING INTEREST RATE FUTURES CONTRACTS 4 TRADING CME EURODOLLAR FUTURES 5 CALENDAR SPREADS