Products

CME Group Interest Rates

About CME Group Interest Rate

Interest rates affect everybody, from consumers on the street, to large financial institutions. The action from the central banks towards its monetary policy, either tightening or easing, will affect the currency value and continue to bring impact to an assets’ value. Global events are another factor that affects the movements in this market.

For example, the Federal Reserve’s meeting results and announcements could signal the government’s dovish/hawkish intent. This provides traders insight into long or short across the yield curve.

Eurodollar Futures

Contract Specifictions

The Eurodollar futures contract is one of the largest and most successful interest rate-based contracts. This futures contract represents the interest rate on U.S. Dollars that are deposited in banks overseas.

ITEMS
DETAILS
Exchange
CME
Contract Code
GE
Contract Size
1,000,000 dollar
Minimum Price Fluctuation
0.005 price points
Value per Tick
$ 12.50
Settlement Method
Cash settlement

Trading Hours (Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday: 7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday: 7.00 p.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

Eurodollar Futures

Contract Specifictions

The Eurodollar futures contract is one of the largest and most successful interest rate-based contracts. This futures contract represents the interest rate on U.S. Dollars that are deposited in banks overseas.

ITEMS
DETAILS
Exchange
CME
Contract Code
GE
Contract Size
1,000,000 dollar
Minimum Price Fluctuation
0.005 price points
Value per Tick
$ 12.50
Settlement Method
Cash settlement

Trading Hours (Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday: 7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday: 7.00 p.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

2–Year U.S Treasury Note Futures

Contract Specifictions

Allows market participants to gain exposure to interest rates on US debt at the 2 year position on the yield curve.

ITEMS
DETAILS
Exchange
CBOT
Contract Code
ZT
Contract Size
200,000 dollar
Minimum Price Fluctuation
1/8 of 1/32 of one poin
Value per Tick
$ 15.63
Settlement Method
Physical Delivery

Trading Hours (Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday: 7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday: 7.00 p.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

5–Year U.S Treasury Note Futures

Contract Specifictions

Allows market participants to gain exposure to interest rates on US debt at the 5 year position on the yield curve.

ITEMS
DETAILS
Exchange
CBOT
Contract Code
ZF
Contract Size
100,000 dollar
Minimum Price Fluctuation
1/4 of 1/32 of one point
Value per Tick
$ 7.81
Settlement Method
Physical Delivery

Trading Hours (Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday: 7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday: 7.00 p.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

10–Year U.S Treasury Note Futures

Contract Specifictions

Allows market participants to gain exposure to interest rates on US debt at the 10 year position on the yield curve.

ITEMS
DETAILS
Exchange
CBOT
Contract Code
ZN
Contract Size
100,000 dollar
Minimum Price Fluctuation
1/2 of 1/32 of one point
Value per Tick
$ 15.63
Settlement Method
Physical Delivery

Trading Hours (Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday: 7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday: 7.00 p.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

30–Year U.S Treasury Bonds Futures

Contract Specifictions

ITEMS
DETAILS
Exchange
CBOT
Contract Code
ZB
Contract Size
100,000 dollar
Minimum Price Fluctuation
1/32 of one point
Value per Tick
$ 31.25
Settlement Method
Physical Delivery

Trading Hours (Malaysia Time, GMT +8)

Chicago Board of Trade (CBOT)
Monday through Saturday: 7.00 a.m. – 6.00 a.m. (Next Day)

Chicago Mercantile Exchange (CME)
Monday through Saturday: 7.00 p.m. – 6.00 a.m. (Next Day)

Note: Daylight saving starts one hour earlier in the U.S.

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