Eurodollar futures

MacroVar monitors the Eurodollar futures market to monitor market expectations for central bank monetary policy (rate hikes/cuts), financial markets and economic outlook.

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Eurodollar futures are interest-rate financial futures contracts specific to the Eurodollar, which is a U.S. dollar deposit in commercial banks outside of the United States. Eurodollar plays a major role in the global financial markets. The interbank market for offshore dollars is very liquid, providing banks with the ability to fund dollar loans.

Eurodollar futures contracts

Eurodollar Futures ContractContract Symbol
Eurodollar December 2032 FuturesEurodollar.EDZ32
Eurodollar May 2023 FuturesEurodollar.EDK23
Eurodollar April 2023 FuturesEurodollar.EDJ23
Eurodollar September 2032 FuturesUS3MLIBORF.EDU32
Eurodollar February 2023 FuturesUS3MLIBORF.EDG23
Eurodollar Jan 2023 FuturesUS3MLIBORF.EDF23
Eurodollar June 2023 FuturesUS3MLIBORF.EDM32
Eurodollar November 2022 FuturesUS3MLIBORF.EDX22
Eurodollar October 2022 FuturesUS3MLIBORF.EDV22
Eurodollar July '22 FuturesUS3MLIBORF.EDN22
Eurodollar August '22 FuturesUS3MLIBORF.EDQ22
Eurodollar March 2023 FuturesUS3MLIBORF.EDH32
Eurodollar Pit Dec '31 FuturesUS3MLIBORF.EDZ31
Eurodollar May 2022 FuturesEurodollar.EDK22
Eurodollar January 2022 FuturesEurodollar.EDF22
Eurodollar April 2022 FuturesEurodollar.EDJ22
Eurodollar February 2022 FuturesEurodollar.EDG22
Eurodollar September 2031 FuturesEurodollar.EDU31
Eurodollar June 2031 FuturesEurodollar.EDM31
Eurodollar March 2031 FuturesEurodollar.edh31
Eurodollar December 2030 FuturesEurodollar.edz30
Eurodollar September 2030 FuturesEurodollar.edu30
Eurodollar June 2030 FuturesEurodollar.edm30
Eurodollar March 2030 FuturesEurodollar.edh30
Eurodollar December 2029 FuturesEurodollar.edz29
Eurodollar September 2029 FuturesEurodollar.edu29
Eurodollar June 2029 FuturesEurodollar.edm29
Eurodollar March 2029 FuturesEurodollar.edh29
Eurodollar December 2028 FuturesEurodollar.edz28
Eurodollar September 2028 FuturesEurodollar.edu28
Eurodollar June 2028 FuturesEurodollar.edm28
Eurodollar March 2028 FuturesEurodollar.edh28
Eurodollar December 2027 FuturesEurodollar.edz27
Eurodollar September 2027 FuturesEurodollar.edu27
Eurodollar June 2027 FuturesEurodollar.edm27
Eurodollar March 2027 FuturesEurodollar.edh27
Eurodollar December 2026 FuturesEurodollar.edz26
Eurodollar September 2026 FuturesEurodollar.edu26
Eurodollar June 2026 FuturesEurodollar.edm26
Eurodollar March 2026 FuturesEurodollar.edh26
Eurodollar December 2025 FuturesEurodollar.edz25
Eurodollar September 2025 FuturesEurodollar.edu25
Eurodollar June 2025 FuturesEurodollar.edm25
Eurodollar March 2025 FuturesEurodollar.edh25
Eurodollar December 2024 FuturesEurodollar.edz24
Eurodollar September 2024 FuturesEurodollar.edu24
Eurodollar June 2024 FuturesEurodollar.edm24
Eurodollar March 2024 FuturesEurodollar.edh24
Eurodollar December 2023 FuturesEurodollar.edz23
Eurodollar September 2023 FuturesEurodollar.edu23
Eurodollar June 2023 FuturesEurodollar.edm23
Eurodollar March 2023 FuturesEurodollar.edh23
Eurodollar December 2022 FuturesEurodollar.edz22
Eurodollar September 2022 FuturesEurodollar.edu22
Eurodollar June 2022 FuturesEurodollar.edm22
Eurodollar March 2022 FuturesEurodollar.edh22
Eurodollar December 2021 FuturesEurodollar.edz21
Eurodollar November 2021 FuturesEurodollar.edx21
Eurodollar October 2021 FuturesEurodollar.edv21
Eurodollar September 2021 FuturesEurodollar.edu21
Eurodollar August 2021 FuturesEurodollar.edq21
Eurodollar July 2021 FuturesEurodollar.edn21
Eurodollar June 2021 FuturesEurodollar.edm21
Eurodollar May 2021 FuturesEurodollar.edk21
Eurodollar April 2021 FuturesEurodollar.edj21
Eurodollar March 2021 FuturesEurodollar.edh21
Eurodollar February 2021 FuturesEurodollar.edg21
Eurodollar January 2021 FuturesEurodollar.edf21
Eurodollar December 2020 FuturesEurodollar.edz20
Eurodollar November 2020 FuturesEurodollar.edx20
Eurodollar October 2020 FuturesEurodollar.edv20
Eurodollar September 2020 FuturesEurodollar.edu20
Eurodollar August 2020 FuturesEurodollar.edq20
Eurodollar July 2020 FuturesEurodollar.edn20
Eurodollar June 2020 FuturesEurodollar.edm20
Eurodollar May 2020 FuturesEurodollar.edk20
Eurodollar April 2020 FuturesEurodollar.edj20
Eurodollar March 2020 FuturesEurodollar.edh20
Eurodollar February 2020 FuturesEurodollar.edg20
Eurodollar January 2020 FuturesEurodollar.edf20
Eurodollar December 2019 FuturesEurodollar.edz19
Eurodollar November 2019 FuturesEurodollar.edx19
Eurodollar October 2019 FuturesEurodollar.edv19
Eurodollar September 2019 FuturesEurodollar.edu19
Eurodollar August 2019 FuturesEurodollar.edq19
Eurodollar July 2019 FuturesEurodollar.edn19
Eurodollar June 2019 FuturesEurodollar.edm19
Eurodollar May 2019 FuturesEurodollar.edk19
Eurodollar April 2019 FuturesEurodollar.edj19
Eurodollar March 2019 FuturesEurodollar.edh19
Eurodollar February 2019 FuturesEurodollar.edg19
Eurodollar January 2019 FuturesEurodollar.edf19
Eurodollar December 2018 FuturesEurodollar.edz18
Eurodollar November 2018 FuturesEurodollar.edx18
Eurodollar October 2018 FuturesEurodollar.edv18
Eurodollar September 2018 FuturesEurodollar.edu18
Eurodollar August 2018 FuturesEurodollar.edq18
Eurodollar July 2018 FuturesEurodollar.edn18
Eurodollar June 2018 FuturesEurodollar.edm18
Eurodollar May 2018 FuturesEurodollar.edk18
Eurodollar April 2018 FuturesEurodollar.edj18
Eurodollar March 2018 FuturesEurodollar.edh18
Eurodollar February 2018 FuturesEurodollar.edg18
Eurodollar January 2018 FuturesEurodollar.edf18
Eurodollar December 2017 FuturesEurodollar.edz17
Eurodollar November 2017 FuturesEurodollar.edx17
Eurodollar October 2017 FuturesEurodollar.edv17
Eurodollar September 2017 FuturesEurodollar.edu17
Eurodollar August 2017 FuturesEurodollar.edq17
Eurodollar July 2017 FuturesEurodollar.edn17
Eurodollar June 2017 FuturesEurodollar.edm17
Eurodollar May 2017 FuturesEurodollar.edk17
Eurodollar April 2017 FuturesEurodollar.edj17
Eurodollar March 2017 FuturesEurodollar.edh17
Eurodollar February 2017 FuturesEurodollar.edg17
Eurodollar January 2017 FuturesEurodollar.edf17
Eurodollar (P) December 2016 FuturesEurodollar.edz16
Eurodollar (P) November 2016 FuturesEurodollar.edx16
Eurodollar (P) October 2016 FuturesEurodollar.edv16
Eurodollar (P) September 2016 FuturesEurodollar.edu16
Eurodollar (P) August 2016 FuturesEurodollar.edq16
Eurodollar (P) July 2016 FuturesEurodollar.edn16
Eurodollar (P) June 2016 FuturesEurodollar.edm16
Eurodollar (P) May 2016 FuturesEurodollar.edk16
Eurodollar (P) April 2016 FuturesEurodollar.edj16
Eurodollar (P) March 2016 FuturesEurodollar.edh16
Eurodollar (P) February 2016 FuturesEurodollar.edg16
Eurodollar (P) January 2016 FuturesEurodollar.edf16
Eurodollar (P) December 2015 FuturesEurodollar.edz15
Eurodollar (P) November 2015 FuturesEurodollar.edx15
Eurodollar (P) October 2015 FuturesEurodollar.edv15
Eurodollar (P) September 2015 FuturesEurodollar.edu15
Eurodollar (P) August 2015 FuturesEurodollar.edq15
Eurodollar (P) July 2015 FuturesEurodollar.edn15
Eurodollar (P) June 2015 FuturesEurodollar.edm15
Eurodollar (P) May 2015 FuturesEurodollar.edk15
Eurodollar (P) April 2015 FuturesEurodollar.edj15
Eurodollar (P) March 2015 FuturesEurodollar.edh15
Eurodollar (P) February 2015 FuturesEurodollar.edg15
Eurodollar (P) January 2015 FuturesEurodollar.edf15
Eurodollar December 2014 FuturesEurodollar.edz14
Eurodollar (P) November 2014 FuturesEurodollar.edx14
Eurodollar (P) October 2014 FuturesEurodollar.edv14
Eurodollar September 2014 FuturesEurodollar.edu14
Eurodollar (P) August 2014 FuturesEurodollar.edq14
Eurodollar (P) July 2014 FuturesEurodollar.edn14
Eurodollar June 2014 FuturesEurodollar.edm14
Eurodollar (P) May 2014 FuturesEurodollar.edk14
Eurodollar (P) April 2014 FuturesEurodollar.edj14
Eurodollar March 2014 FuturesEurodollar.edh14
Eurodollar (P) February 2014 FuturesEurodollar.edg14
Eurodollar (P) January 2014 FuturesEurodollar.edf14
Eurodollar (P) December 2013 FuturesEurodollar.edz13
Eurodollar (P) November 2013 FuturesEurodollar.edx13
Eurodollar (P) October 2013 FuturesEurodollar.edv13
Eurodollar (P) September 2013 FuturesEurodollar.edu13
Eurodollar (P) August 2013 FuturesEurodollar.edq13
Eurodollar (P) July 2013 FuturesEurodollar.edn13
Eurodollar (P) June 2013 FuturesEurodollar.edm13
Eurodollar (P) May 2013 FuturesEurodollar.edk13
Eurodollar (P) April 2013 FuturesEurodollar.edj13
Eurodollar (P) March 2013 FuturesEurodollar.edh13
Eurodollar (P) February 2013 FuturesEurodollar.edg13
Eurodollar (P) January 2013 FuturesEurodollar.edf13
Eurodollar (P) December 2012 FuturesEurodollar.edz12
Eurodollar (P) November 2012 FuturesEurodollar.edx12
Eurodollar (P) October 2012 FuturesEurodollar.edv12
Eurodollar (P) September 2012 FuturesEurodollar.edu12
Eurodollar (P) August 2012 FuturesEurodollar.edq12
Eurodollar (P) July 2012 FuturesEurodollar.edn12
Eurodollar (P) June 2012 FuturesEurodollar.edm12
Eurodollar (P) May 2012 FuturesEurodollar.edk12
Eurodollar (P) April 2012 FuturesEurodollar.edj12
Eurodollar (P) March 2012 FuturesEurodollar.edh12
Eurodollar (P) February 2012 FuturesEurodollar.edg12
Eurodollar (P) January 2012 FuturesEurodollar.edf12
Eurodollar (P) December 2011 FuturesEurodollar.edz11
Eurodollar (P) November 2011 FuturesEurodollar.edx11
Eurodollar (P) October 2011 FuturesEurodollar.edv11
Eurodollar (P) September 2011 FuturesEurodollar.edu11
Eurodollar (P) August 2011 FuturesEurodollar.edq11
Eurodollar (P) July 2011 FuturesEurodollar.edn11
Eurodollar (P) June 2011 FuturesEurodollar.edm11
Eurodollar (P) May 2011 FuturesEurodollar.edk11
Eurodollar (P) April 2011 FuturesEurodollar.edj11
Eurodollar (P) March 2011 FuturesEurodollar.edh11
Eurodollar (P) February 2011 FuturesEurodollar.edg11
Eurodollar (P) January 2011 FuturesEurodollar.edf11
Eurodollar (P) December 2010 FuturesEurodollar.edz10
Eurodollar (P) November 2010 FuturesEurodollar.edx10
Eurodollar (P) October 2010 FuturesEurodollar.edv10
Eurodollar (P) September 2010 FuturesEurodollar.edu10
Eurodollar (P) August 2010 FuturesEurodollar.edq10
Eurodollar (P) July 2010 FuturesEurodollar.edn10
Eurodollar (P) June 2010 FuturesEurodollar.edm10
Eurodollar (P) May 2010 FuturesEurodollar.edk10
Eurodollar (P) April 2010 FuturesEurodollar.edj10
Eurodollar (P) March 2010 FuturesEurodollar.edh10
Eurodollar (P) February 2010 FuturesEurodollar.edg10
Eurodollar (P) January 2010 FuturesEurodollar.edf10
Eurodollar (P) December 2009 FuturesEurodollar.edz09
Eurodollar (P) November 2009 FuturesEurodollar.edx09
Eurodollar (P) October 2009 FuturesEurodollar.edv09
Eurodollar (P) September 2009 FuturesEurodollar.edu09
Eurodollar (P) August 2009 FuturesEurodollar.edq09
Eurodollar (P) July 2009 FuturesEurodollar.edn09
Eurodollar (P) June 2009 FuturesEurodollar.edm09
Eurodollar (P) May 2009 FuturesEurodollar.edk09
Eurodollar (P) April 2009 FuturesEurodollar.edj09
Eurodollar (P) March 2009 FuturesEurodollar.edh09
Eurodollar (P) February 2009 FuturesEurodollar.edg09
Eurodollar (P) January 2009 FuturesEurodollar.edf09
Eurodollar (P) December 2008 FuturesEurodollar.edz08
Eurodollar (P) November 2008 FuturesEurodollar.edx08
Eurodollar (P) October 2008 FuturesEurodollar.edv08
Eurodollar (P) September 2008 FuturesEurodollar.edu08
Eurodollar (P) August 2008 FuturesEurodollar.edq08
Eurodollar (P) July 2008 FuturesEurodollar.edn08
Eurodollar (P) June 2008 FuturesEurodollar.edm08
Eurodollar (P) May 2008 FuturesEurodollar.edk08
Eurodollar (P) April 2008 FuturesEurodollar.edj08
Eurodollar (P) March 2008 FuturesEurodollar.edh08
Eurodollar (P) February 2008 FuturesEurodollar.edg08
Eurodollar (P) January 2008 FuturesEurodollar.edf08
Eurodollar December 2007 FuturesEurodollar.edz07
Eurodollar November 2007 FuturesEurodollar.edx07
Eurodollar October 2007 FuturesEurodollar.edv07
Eurodollar September 2007 FuturesEurodollar.edu07
Eurodollar August 2007 FuturesEurodollar.edq07
Eurodollar July 2007 FuturesEurodollar.edn07
Eurodollar June 2007 FuturesEurodollar.edm07
Eurodollar May 2007 FuturesEurodollar.edk07
Eurodollar April 2007 FuturesEurodollar.edj07
Eurodollar March 2007 FuturesEurodollar.edh07
Eurodollar February 2007 FuturesEurodollar.edg07
Eurodollar January 2007 FuturesEurodollar.edf07
Eurodollar December 2006 FuturesEurodollar.edz06
Eurodollar November 2006 FuturesEurodollar.edx06
Eurodollar October 2006 FuturesEurodollar.edv06
Eurodollar September 2006 FuturesEurodollar.edu06
Eurodollar August 2006 FuturesEurodollar.edq06
Eurodollar July 2006 FuturesEurodollar.edn06
Eurodollar June 2006 FuturesEurodollar.edm06
Eurodollar May 2006 FuturesEurodollar.edk06
Eurodollar April 2006 FuturesEurodollar.edj06
Eurodollar March 2006 FuturesEurodollar.edh06
Eurodollar February 2006 FuturesEurodollar.edg06
Eurodollar January 2006 FuturesEurodollar.edf06
Eurodollar December 2005 FuturesEurodollar.edz05
Eurodollar November 2005 FuturesEurodollar.edx05
Eurodollar October 2005 FuturesEurodollar.edv05
Eurodollar September 2005 FuturesEurodollar.edu05
Eurodollar August 2005 FuturesEurodollar.edq05
Eurodollar July 2005 FuturesEurodollar.edn05
Eurodollar June 2005 FuturesEurodollar.edm05
Eurodollar May 2005 FuturesEurodollar.edk05
Eurodollar April 2005 FuturesEurodollar.edj05
Eurodollar March 2005 FuturesEurodollar.edh05
Eurodollar February 2005 FuturesEurodollar.edg05
Eurodollar January 2005 FuturesEurodollar.edf05
Eurodollar December 2004 FuturesEurodollar.edz04
Eurodollar November 2004 FuturesEurodollar.edx04
Eurodollar October 2004 FuturesEurodollar.edv04
Eurodollar September 2004 FuturesEurodollar.edu04
Eurodollar August 2004 FuturesEurodollar.edq04
Eurodollar July 2004 FuturesEurodollar.edn04
Eurodollar June 2004 FuturesEurodollar.edm04
Eurodollar May 2004 FuturesEurodollar.edk04
Eurodollar April 2004 FuturesEurodollar.edj04
Eurodollar March 2004 FuturesEurodollar.edh04
Eurodollar February 2004 FuturesEurodollar.edg04
Eurodollar January 2004 FuturesEurodollar.edf04
Eurodollar December 2003 FuturesEurodollar.edz03
Eurodollar November 2003 FuturesEurodollar.edx03
Eurodollar October 2003 FuturesEurodollar.edv03
Eurodollar September 2003 FuturesEurodollar.edu03
Eurodollar August 2003 FuturesEurodollar.edq03
Eurodollar July 2003 FuturesEurodollar.edn03
Eurodollar June 2003 FuturesEurodollar.edm03
Eurodollar May 2003 FuturesEurodollar.edk03
Eurodollar April 2003 FuturesEurodollar.edj03
Eurodollar March 2003 FuturesEurodollar.edh03
Eurodollar February 2003 FuturesEurodollar.edg03
Eurodollar January 2003 FuturesEurodollar.edf03
Eurodollar December 2002 FuturesEurodollar.edz02
Eurodollar November 2002 FuturesEurodollar.edx02
Eurodollar October 2002 FuturesEurodollar.edv02
Eurodollar September 2002 FuturesEurodollar.edu02
Eurodollar August 2002 FuturesEurodollar.edq02
Eurodollar July 2002 FuturesEurodollar.edn02
Eurodollar June 2002 FuturesEurodollar.edm02
Eurodollar May 2002 FuturesEurodollar.edk02
Eurodollar April 2002 FuturesEurodollar.edj02
Eurodollar March 2002 FuturesEurodollar.edh02
Eurodollar February 2002 FuturesEurodollar.edg02
Eurodollar January 2002 FuturesEurodollar.edf02
Eurodollar December 2001 FuturesEurodollar.edz01
Eurodollar November 2001 FuturesEurodollar.edx01
Eurodollar October 2001 FuturesEurodollar.edv01
Eurodollar September 2001 FuturesEurodollar.edu01
Eurodollar August 2001 FuturesEurodollar.edq01
Eurodollar July 2001 FuturesEurodollar.edn01
Eurodollar June 2001 FuturesEurodollar.edm01
Eurodollar May 2001 FuturesEurodollar.edk01
Eurodollar April 2001 FuturesEurodollar.edj01
Eurodollar March 2001 FuturesEurodollar.edh01
Eurodollar February 2001 FuturesEurodollar.edg01
Eurodollar January 2001 FuturesEurodollar.edf01
Eurodollar December 2000 FuturesEurodollar.edz00
Eurodollar November 2000 FuturesEurodollar.edx00
Eurodollar October 2000 FuturesEurodollar.edv00
Eurodollar September 2000 FuturesEurodollar.edu00
Eurodollar August 2000 FuturesEurodollar.edq00
Eurodollar July 2000 FuturesEurodollar.edn00
Eurodollar June 2000 FuturesEurodollar.edm00
Eurodollar May 2000 FuturesEurodollar.edk00
Eurodollar April 2000 FuturesEurodollar.edj00
Eurodollar March 2000 FuturesEurodollar.edh00
Eurodollar February 2000 FuturesEurodollar.edg00
Eurodollar January 2000 FuturesEurodollar.edf00
Eurodollar December 1999 FuturesEurodollar.edz99
Eurodollar November 1999 FuturesEurodollar.edx99
Eurodollar October 1999 FuturesEurodollar.edv99
Eurodollar September 1999 FuturesEurodollar.edu99
Eurodollar August 1999 FuturesEurodollar.edq99
Eurodollar July 1999 FuturesEurodollar.edn99
Eurodollar June 1999 FuturesEurodollar.edm99
Eurodollar May 1999 FuturesEurodollar.edk99
Eurodollar April 1999 FuturesEurodollar.edj99
Eurodollar March 1999 FuturesEurodollar.edh99
Eurodollar February 1999 FuturesEurodollar.edg99
Eurodollar January 1999 FuturesEurodollar.edf99
Eurodollar December 1998 FuturesEurodollar.edz98
Eurodollar November 1998 FuturesEurodollar.edx98
Eurodollar October 1998 FuturesEurodollar.edv98
Eurodollar September 1998 FuturesEurodollar.edu98
Eurodollar August 1998 FuturesEurodollar.edq98
Eurodollar July 1998 FuturesEurodollar.edn98
Eurodollar June 1998 FuturesEurodollar.edm98
Eurodollar May 1998 FuturesEurodollar.edk98
Eurodollar April 1998 FuturesEurodollar.edj98
Eurodollar March 1998 FuturesEurodollar.edh98
Eurodollar February 1998 FuturesEurodollar.edg98
Eurodollar January 1998 FuturesEurodollar.edf98
Eurodollar December 1997 FuturesEurodollar.edz97
Eurodollar November 1997 FuturesEurodollar.edx97
Eurodollar October 1997 FuturesEurodollar.edv97
Eurodollar September 1997 FuturesEurodollar.edu97
Eurodollar August 1997 FuturesEurodollar.edq97
Eurodollar July 1997 FuturesEurodollar.edn97
Eurodollar June 1997 FuturesEurodollar.edm97
Eurodollar May 1997 FuturesEurodollar.edk97
Eurodollar April 1997 FuturesEurodollar.edj97
Eurodollar March 1997 FuturesEurodollar.edh97
Eurodollar February 1997 FuturesEurodollar.edg97
Eurodollar January 1997 FuturesEurodollar.edf97
Eurodollar December 1996 FuturesEurodollar.edz96
Eurodollar November 1996 FuturesEurodollar.edx96
Eurodollar October 1996 FuturesEurodollar.edv96
Eurodollar September 1996 FuturesEurodollar.edu96
Eurodollar August 1996 FuturesEurodollar.edq96
Eurodollar July 1996 FuturesEurodollar.edn96
Eurodollar June 1996 FuturesEurodollar.edm96
Eurodollar May 1996 FuturesEurodollar.edk96
Eurodollar April 1996 FuturesEurodollar.edj96
Eurodollar March 1996 FuturesEurodollar.edh96
Eurodollar February 1996 FuturesEurodollar.edg96
Eurodollar January 1996 FuturesEurodollar.edf96
Eurodollar December 1995 FuturesEurodollar.edz95
Eurodollar November 1995 FuturesEurodollar.edx95
Eurodollar September 1995 FuturesEurodollar.edu95
Eurodollar June 1995 FuturesEurodollar.edm95
Eurodollar March 1995 FuturesEurodollar.edh95
Eurodollar December 1994 FuturesEurodollar.edz94
Eurodollar September 1994 FuturesEurodollar.edu94
Eurodollar June 1994 FuturesEurodollar.edm94
Eurodollar March 1994 FuturesEurodollar.edh94
Eurodollar December 1993 FuturesEurodollar.edz93
Eurodollar September 1993 FuturesEurodollar.edu93
Eurodollar June 1993 FuturesEurodollar.edm93
Eurodollar March 1993 FuturesEurodollar.edh93
Eurodollar December 1992 FuturesEurodollar.edz92
Eurodollar September 1992 FuturesEurodollar.edu92
Eurodollar June 1992 FuturesEurodollar.edm92
Eurodollar March 1992 FuturesEurodollar.edh92
Eurodollar December 1991 FuturesEurodollar.edz91
Eurodollar September 1991 FuturesEurodollar.edu91
Eurodollar June 1991 FuturesEurodollar.edm91
Eurodollar March 1991 FuturesEurodollar.edh91
Eurodollar December 1990 FuturesEurodollar.edz90
Eurodollar September 1990 FuturesEurodollar.edu90
Eurodollar June 1990 FuturesEurodollar.edm90
Eurodollar March 1990 FuturesEurodollar.edh90
Eurodollar December 1989 FuturesEurodollar.edz89
Eurodollar September 1989 FuturesEurodollar.edu89
Eurodollar June 1989 FuturesEurodollar.edm89
Eurodollar March 1989 FuturesEurodollar.edh89
Eurodollar December 1988 FuturesEurodollar.edz88
Eurodollar September 1988 FuturesEurodollar.edu88
Eurodollar June 1988 FuturesEurodollar.edm88
Eurodollar March 1988 FuturesEurodollar.edh88
Eurodollar December 1987 FuturesEurodollar.edz87
Eurodollar September 1987 FuturesEurodollar.edu87
Eurodollar June 1987 FuturesEurodollar.edm87
Eurodollar March 1987 FuturesEurodollar.edh87
Eurodollar December 1986 FuturesEurodollar.edz86
Eurodollar September 1986 FuturesEurodollar.edu86
Eurodollar June 1986 FuturesEurodollar.edm86
Eurodollar March 1986 FuturesEurodollar.edh86
Eurodollar December 1985 FuturesEurodollar.edz85
Eurodollar September 1985 FuturesEurodollar.edu85
Eurodollar June 1985 FuturesEurodollar.edm85
Eurodollar March 1985 FuturesEurodollar.edh85
Eurodollar December 1984 FuturesEurodollar.edz84
Eurodollar September 1984 FuturesEurodollar.edu84
Eurodollar June 1984 FuturesEurodollar.edm84
Eurodollar March 1984 FuturesEurodollar.edh84
Eurodollar December 1983 FuturesEurodollar.edz83
Eurodollar September 1983 FuturesEurodollar.edu83
Eurodollar June 1983 FuturesEurodollar.edm83
Eurodollar March 1983 FuturesEurodollar.edh83
Eurodollar December 1982 FuturesEurodollar.edz82
Eurodollar September 1982 FuturesEurodollar.edu82
Eurodollar June 1982 FuturesEurodollar.edm82
Eurodollar March 1982 FuturesEurodollar.edh82

What Are Eurodollar Futures

Eurodollar futures are financial derivatives contracts that allow market participants to hedge or speculate on changes in short-term interest rates. These futures contracts are based on the Eurodollar deposit, which is a U.S. dollar deposit held in banks outside of the United States, typically in European banks. Eurodollar deposits are often used by international businesses and financial institutions for various purposes, including financing international trade and managing foreign exchange risk.

Here are some key features of Eurodollar futures:

  1. Underlying Instrument: The underlying instrument for Eurodollar futures is the interest rate on Eurodollar time deposits, which is essentially the interest rate at which banks lend U.S. dollars to each other in the Eurodollar market.
  2. Contract Specifications: Eurodollar futures are standardized contracts traded on various futures exchanges, such as the Chicago Mercantile Exchange (CME). Each contract represents a specific notional value of Eurodollar time deposits and has a fixed expiration date. The most actively traded Eurodollar futures contract is the 3-month contract, although there are contracts with different maturities.
  3. Pricing: Eurodollar futures are priced based on the implied interest rate. The contract price is 100 minus the interest rate, so if the contract price is 98.00, the implied interest rate is 2.00%.
  4. Settlement: Eurodollar futures contracts are cash-settled. At the contract’s expiration, the final settlement price is determined by the actual average interest rate on Eurodollar time deposits for the specified period. Traders profit or incur losses based on the difference between the contract price and the final settlement price.
  5. Hedging and Speculation: Traders use Eurodollar futures for various purposes. Some use them to hedge against interest rate risk, especially in cases where they have exposure to short-term interest rates. Others use them for speculative purposes, attempting to profit from anticipated changes in interest rates.
  6. Liquidity: Eurodollar futures are among the most liquid interest rate futures contracts, making them attractive to traders and investors.
  7. Interest Rate Expectations: Changes in the prices of Eurodollar futures can provide insights into market expectations regarding future interest rate movements. For example, if Eurodollar futures prices rise, it suggests expectations of lower interest rates, and if they fall, it suggests expectations of higher interest rates.

Eurodollar futures are a crucial tool for financial market participants to manage interest rate risk, implement trading strategies, and gain exposure to short-term interest rates. They are widely used by a range of market participants, including banks, hedge funds, corporations, and individual traders.