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Especificações dos contratos Introdução
 
 
THREE MONTH EURO (EURIBOR) FUTURES
 


Códigos e classificação
Mnemo I Mercado NYSE Liffe London Vol. 410,884 20/11/09
    Divisa € O.I. 3,523,629
 Three Month Euro (EURIBOR) Interest Rate Futures
Unidade de negociação €1,000,000
Vencimentos March, June, September, December, and four serial months, such that 28 delivery months are available for trading, with the nearest six delivery months being consecutive calendar months
Cotação 100.00 minus rate of interest
Mínima variação (tick) 0.005 (€12.50)
Último dia de negociação 10.00 - Two business days prior to the third Wednesday of the delivery month
Dia de liquidação First business day after the Last Trading Day
Horário de negociação 01:00 – 21:00
Related documentation
Short Term Interest Rate Contracts
Last update 06/02/09
Trading Platform:
  • LIFFE CONNECT® Trading Host for Futures and Options
  • Algorithm: Central order book applies a pro-rata algorithm, but with priority given to the first order at the best price subject to a minimum order volume and limited to a maximum volume cap.
  • Wholesale Services: Asset Allocation, Block Trading, Basis Trading

Exchange Delivery Settlement Price (EDSP):
Based on the European Bankers Federations’ Euribor Offered Rate (EBF Euribor) for three month Euro deposits at 11.00 Brussels time (10:00 London time) on the Last Trading Day. The settlement price will be 100.00 minus the EBF Euribor Offered Rate rounded to three decimal places. Where the EDSP Rate is not an exact multiple of 0.001, it will be rounded to the nearest 0.001 or, where the EDSP Rate is an exact uneven multiple of 0.0005, to the nearest lower 0.001 (e.g. a EBF Euribor Offered Rate of 4.5225 becomes 4.522).

Contract Standard:
Cash settlement based on the Exchange Delivery Settlement Price.

Unless otherwise indicated, all times are London times.