Historical Data - Financial Instruments - Eurodollar Deposit Rates

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- Historical Data - Financial Instruments - Eurodollar Deposit Rates

Chicago Mercantile Exchange (CME)
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
EM	LIBOR, 1-Month	04/05/1990*	NA	06/12/1991*	$30	All Months
EM	LIBOR, 1-Month	Futures: 04/05/1990 to date Futures (Electronic and Pit): 08/17/1992 to date Options Strikes daily close: 06/12/1991 to date
5I	LIBOR, 1-Month (Pit Only)	04/05/1990*	NA	NA	$30	All Months
5I	LIBOR, 1-Month (Pit Only)	Futures: 04/05/1990 to date
Eurodollar Deposit Rates
British Pound
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
P1	EDR, 1-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P1	EDR, 1-Month, British Pound	Cash daily close: 09/22/1992 to date
P2	EDR, 2-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P2	EDR, 2-Month, British Pound	Cash daily close: 09/22/1992 to date
P3	EDR, 3-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P3	EDR, 3-Month, British Pound	Cash daily close: 09/22/1992 to date
P4	EDR, 4-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P4	EDR, 4-Month, British Pound	Cash daily close: 09/22/1992 to date
P5	EDR, 5-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P5	EDR, 5-Month, British Pound	Cash daily close: 09/22/1992 to date
P6	EDR, 6-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P6	EDR, 6-Month, British Pound	Cash daily close: 09/22/1992 to date
P7	EDR, 7-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P7	EDR, 7-Month, British Pound	Cash daily close: 09/22/1992 to date
P8	EDR, 8-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P8	EDR, 8-Month, British Pound	Cash daily close: 09/22/1992 to date
P9	EDR, 9-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P9	EDR, 9-Month, British Pound	Cash daily close: 09/22/1992 to date
P0	EDR, 10-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
P0	EDR, 10-Month, British Pound	Cash daily close: 09/22/1992 to date
PD	EDR, 11-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
PD	EDR, 11-Month, British Pound	Cash daily close: 09/22/1992 to date
PF	EDR, 12-Month, British Pound	NA	09/22/1992*	NA	$20	Cash
PF	EDR, 12-Month, British Pound	Cash daily close: 09/22/1992 to date
Euro
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
F1	EDR, 1-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F1	EDR, 1-Month, Euro	Cash daily close: 09/05/1986 to date
F2	EDR, 2-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F2	EDR, 2-Month, Euro	Cash daily close: 09/05/1986 to date
F3	EDR, 3-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F3	EDR, 3-Month, Euro	Cash daily close: 09/05/1986 to date
F4	EDR, 4-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F4	EDR, 4-Month, Euro	Cash daily close: 09/05/1986 to date
F5	EDR, 5-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F5	EDR, 5-Month, Euro	Cash daily close: 09/05/1986 to date
F6	EDR, 6-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F6	EDR, 6-Month, Euro	Cash daily close: 09/05/1986 to date
F7	EDR, 7-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F7	EDR, 7-Month, Euro	Cash daily close: 09/05/1986 to date
F8	EDR, 8-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F8	EDR, 8-Month, Euro	Cash daily close: 09/05/1986 to date
F9	EDR, 9-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F9	EDR, 9-Month, Euro	Cash daily close: 09/05/1986 to date
F0	EDR, 10-Month, Euro	NA	09/05/1986*	NA	$20	Cash
F0	EDR, 10-Month, Euro	Cash daily close: 09/05/1986 to date
FG	EDR, 11-Month, Euro	NA	09/05/1986*	NA	$20	Cash
FG	EDR, 11-Month, Euro	Cash daily close: 09/05/1986 to date
FH	EDR, 12-Month, Euro	NA	09/05/1986*	NA	$20	Cash
FH	EDR, 12-Month, Euro	Cash daily close: 09/05/1986 to date
Japanese Yen
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
Y1	EDR, 1-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y1	EDR, 1-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y2	EDR, 2-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y2	EDR, 2-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y3	EDR, 3-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y3	EDR, 3-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y4	EDR, 4-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y4	EDR, 4-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y5	EDR, 5-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y5	EDR, 5-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y6	EDR, 6-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y6	EDR, 6-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y7	EDR, 7-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y7	EDR, 7-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y8	EDR, 8-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y8	EDR, 8-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y9	EDR, 9-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y9	EDR, 9-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Y0	EDR, 10-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
Y0	EDR, 10-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
YD	EDR, 11-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
YD	EDR, 11-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
YE	EDR, 12-Month, Japanese Yen	NA	09/22/1992*	NA	$20	Cash
YE	EDR, 12-Month, Japanese Yen	Cash daily close: 09/22/1992 to date
Swiss Franc
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
S1	EDR, 1-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S1	EDR, 1-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
S2	EDR, 2-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S2	EDR, 2-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
S3	EDR, 3-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S3	EDR, 3-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
S4	EDR, 4-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S4	EDR, 4-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
S5	EDR, 5-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S5	EDR, 5-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
S6	EDR, 6-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S6	EDR, 6-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
S7	EDR, 7-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S7	EDR, 7-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
S8	EDR, 8-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S8	EDR, 8-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
S9	EDR, 9-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
S9	Cash daily close: 09/22/1992 to date
S0	EDR, 10-Month, Swiss Franc	NA	NA	09/22/1992*	NA	$20	Cash
S0	EDR, 10-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
SC	EDR, 11-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
SC	EDR, 11-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
SD	EDR, 12-Month, Swiss Franc	NA	09/22/1992*	NA	$20	Cash
SD	EDR, 12-Month, Swiss Franc	Cash daily close: 09/22/1992 to date
Canadian Dollar
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
D1	EDR, 1-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D1	EDR, 1-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D2	EDR, 2-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D2	EDR, 2-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D3	EDR, 3-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D3	EDR, 3-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D4	EDR, 4-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D4	EDR, 4-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D5	EDR, 5-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D5	EDR, 5-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D6	EDR, 6-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D6	EDR, 6-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D7	EDR, 7-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D7	EDR, 7-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D8	EDR, 8-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D8	EDR, 8-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D9	EDR, 9-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D9	EDR, 9-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
D0	EDR, 10-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
D0	EDR, 10-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
M7	EDR, 11-Month, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
M7	EDR, 11-Month, Canadian Dollar	Cash daily close: 09/02/2002 to date
M8	EDR, 1-Year, Canadian Dollar	NA	09/02/2002*	NA	$20	Cash
M8	EDR, 1-Year, Canadian Dollar	Cash daily close: 10/22/1990 to date
U.S. Dollar
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
LX	EDR, 1-Week, U.S. Dollar	NA	10/22/1990*	NA	$20	Cash
LX	EDR, 1-Week, U.S. Dollar	Cash daily close: 10/22/1990 to date
M0	EDR, 2-Week, U.S. Dollar	NA	09/13/2002*	NA	$20	Cash
M0	EDR, 2-Week, U.S. Dollar	Cash daily close: 09/13/2002 to date
L1	EDR, 1-Month, U.S. Dollar	NA	06/13/1988*	NA	$20	Cash
L1	EDR, 1-Month, U.S. Dollar	Cash daily close: 06/13/1988 to date
L2	EDR, 2-Month, U.S. Dollar	NA	10/22/1990*	NA	$20	Cash
L2	EDR, 2-Month, U.S. Dollar	Cash daily close: 10/22/1990 to date
L3	EDR, 3-Month, U.S. Dollar	NA	06/13/1988*	NA	$20	Cash
L3	EDR, 3-Month, U.S. Dollar	Cash daily close: 06/13/1988 to date
L4	EDR, 4-Month, U.S. Dollar	NA	02/05/1993*	NA	$20	Cash
L4	EDR, 4-Month, U.S. Dollar	Cash daily close: 02/05/1993 to date
L5	EDR, 5-Month, U.S. Dollar	NA	02/05/1993*	NA	$20	Cash
L5	EDR, 5-Month, U.S. Dollar	Cash daily close: 02/05/1993 to date
L6	EDR, 6-Month, U.S. Dollar	NA	06/13/1988*	NA	$20	Cash
L6	EDR, 6-Month, U.S. Dollar	Cash daily close: 06/13/1988 to date
L7	EDR, 7-Month, U.S. Dollar	NA	11/30/1995*	NA	$20	Cash
L7	EDR, 7-Month, U.S. Dollar	Cash daily close: 11/30/1995 to date
L8	EDR, 8-Month, U.S. Dollar	NA	02/05/1993*	NA	$20	Cash
L8	EDR, 8-Month, U.S. Dollar	Cash daily close: 02/05/1993 to date
L9	EDR, 9-Month, U.S. Dollar	NA	10/22/1990*	NA	$20	Cash
L9	EDR, 9-Month, U.S. Dollar	Cash daily close: 10/22/1990 to date
L0	EDR, 10-Month, U.S. Dollar	NA	02/05/1993*	NA	$20	Cash
L0	EDR, 10-Month, U.S. Dollar	Cash daily close: 02/05/1993 to date
LE	EDR, 11-Month, U.S. Dollar	NA	02/05/1993*	NA	$20	Cash
LE	EDR, 11-Month, U.S. Dollar	Cash daily close: 02/05/1993 to date
LY	EDR, 1-Year, U.S. Dollar	NA	10/22/1990*	NA	$20	Cash
LY	EDR, 1-Year, U.S. Dollar	Cash daily close: 10/22/1990 to date
M2	EDR, 2-Year, U.S. Dollar	NA	09/13/2002*	NA	$20	Cash
M2	EDR, 2-Year, U.S. Dollar	Cash daily close: 09/13/2002 to date
M3	EDR, 3-Year, U.S. Dollar	NA	09/13/2002*	NA	$20	Cash
M3	EDR, 3-Year, U.S. Dollar	Cash daily close: 09/13/2002 to date
M4	EDR, 4-Year, U.S. Dollar	NA	09/13/2002*	NA	$20	Cash
M4	EDR, 4-Year, U.S. Dollar	Cash daily close: 09/13/2002 to date
M5	EDR, 5-Year, U.S. Dollar	NA	09/13/2002*	NA	$20	Cash
M5	EDR, 5-Year, U.S. Dollar	Cash daily close: 09/13/2002 to date
Interbank Rates
Australia
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
6L	AUD, 1-Month	NA	01/02/2002	NA	$20	Cash
6L	AUD, 1-Month	Cash daily close: 01/02/2002 to date
6M	AUD, 2-Month	NA	01/02/2002	NA	$20	Cash
6M	AUD, 2-Month	Cash daily close: 01/02/2002 to date
6N	AUD, 3-Month	NA	01/02/2002	NA	$20	Cash
6N	AUD, 3-Month	Cash daily close: 01/02/2002 to date
6O	AUD, 4-Month	NA	01/02/2002	NA	$20	Cash
6O	AUD, 4-Month	Cash daily close: 01/02/2002 to date
6P	AUD, 5-Month	NA	01/02/2002	NA	$20	Cash
6P	AUD, 5-Month	Cash daily close: 01/02/2002 to date
6Q	AUD, 6-Month	NA	01/02/2002	NA	$20	Cash
6Q	AUD, 6-Month	Cash daily close: 01/02/2002 to date
6R	AUD, 7-Month	NA	01/02/2002	NA	$20	Cash
6R	AUD, 7-Month	Cash daily close: 01/02/2002 to date
6S	AUD, 8-Month	NA	01/02/2002	NA	$20	Cash
6S	AUD, 8-Month	Cash daily close: 01/02/2002 to date
6T	AUD, 9-Month	NA	01/02/2002	NA	$20	Cash
6T	AUD, 9-Month	Cash daily close: 01/02/2002 to date
6U	AUD, 10-Month	NA	01/02/2002	NA	$20	Cash
6U	AUD, 10-Month	Cash daily close: 01/02/2002 to date
6V	AUD, 11-Month	NA	01/02/2002	NA	$20	Cash
6V	AUD, 11-Month	Cash daily close: 01/02/2002 to date
6W	AUD, 12-Month	NA	01/02/2002	NA	$20	Cash
6W	AUD, 12-Month	Cash daily close: 01/02/2002 to date
Denmark
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
7L	DKK, 1-Month	NA	06/13/2003	NA	$20	Cash
7L	DKK, 1-Month	Cash daily close: 06/13/2003 to date
7M	DKK, 2-Month	NA	06/13/2003	NA	$20	Cash
7M	DKK, 2-Month	Cash daily close: 06/13/2003 to date
7N	DKK, 3-Month	NA	06/13/2003	NA	$20	Cash
7N	DKK, 3-Month	Cash daily close: 06/13/2003 to date
7O	DKK, 4-Month	NA	06/13/2003	NA	$20	Cash
7O	DKK, 4-Month	Cash daily close: 06/13/2003 to date
7P	DKK, 5-Month	NA	06/13/2003	NA	$20	Cash
7P	DKK, 5-Month	Cash daily close: 06/13/2003 to date
7Q	DKK, 6-Month	NA	06/13/2003	NA	$20	Cash
7Q	DKK, 6-Month	Cash daily close: 06/13/2003 to date
7R	DKK, 7-Month	NA	06/13/2003	NA	$20	Cash
7R	DKK, 7-Month	Cash daily close: 06/13/2003 to date
7S	DKK, 8-Month	NA	06/13/2003	NA	$20	Cash
7S	DKK, 8-Month	Cash daily close: 06/13/2003 to date
7T	DKK, 9-Month	NA	06/13/2003	NA	$20	Cash
7T	DKK, 9-Month	Cash daily close: 06/13/2003 to date
7U	DKK, 10-Month	NA	06/13/2003	NA	$20	Cash
7U	DKK, 10-Month	Cash daily close: 06/13/2003 to date
7V	DKK, 11-Month	NA	06/13/2003	NA	$20	Cash
7V	DKK, 11-Month	Cash daily close: 06/13/2003 to date
7W	DKK, 12-Month	NA	06/13/2003	NA	$20	Cash
7W	DKK, 12-Month	Cash daily close: 06/13/2003 to date
New Zealand
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
8L	NZD, 1-Month	NA	06/13/2003	NA	$20	Cash
8L	NZD, 1-Month	Cash daily close: 06/13/2003 to date
8M	NZD, 2-Month	NA	06/13/2003	NA	$20	Cash
8M	NZD, 2-Month	Cash daily close: 06/13/2003 to date
8N	NZD, 3-Month	NA	06/13/2003	NA	$20	Cash
8N	NZD, 3-Month	Cash daily close: 06/13/2003 to date
8O	NZD, 4-Month	NA	06/13/2003	NA	$20	Cash
8O	NZD, 4-Month	Cash daily close: 06/13/2003 to date
8P	NZD, 5-Month	NA	06/13/2003	NA	$20	Cash
8P	NZD, 5-Month	Cash daily close: 06/13/2003 to date
8Q	NZD, 6-Month	NA	06/13/2003	NA	$20	Cash
8Q	NZD, 6-Month	Cash daily close: 06/13/2003 to date
8R	NZD, 7-Month	NA	06/13/2003	NA	$20	Cash
8R	NZD, 7-Month	Cash daily close: 06/13/2003 to date
8S	NZD, 8-Month	NA	06/13/2003	NA	$20	Cash
8S	NZD, 8-Month	Cash daily close: 06/13/2003 to date
8T	NZD, 9-Month	NA	06/13/2003	NA	$20	Cash
8T	NZD, 9-Month	Cash daily close: 06/13/2003 to date
8U	NZD, 10-Month	NA	06/13/2003	NA	$20	Cash
8U	NZD, 10-Month	Cash daily close: 06/13/2003 to date
8V	NZD, 11-Month	NA	06/13/2003	NA	$20	Cash
8V	NZD, 11-Month	Cash daily close: 06/13/2003 to date
8W	NZD, 12-Month	NA	06/13/2003	NA	$20	Cash
8W	NZD, 12-Month	Cash daily close: 06/13/2003 to date
Sweden
Symbol	Futures/Cash Description	Futures	Cash	Options	F/C PKG	Contract Months
9L	SEK, 1-Month	NA	01/23/2006	NA	$20	Cash
9L	SEK, 1-Month	Cash daily close: 01/23/2006 to date
9M	SEK, 2-Month	NA	01/23/2006	NA	$20	Cash
9M	SEK, 2-Month	Cash daily close: 01/23/2006 to date
9N	SEK, 3-Month	NA	01/23/2006	NA	$20	Cash
9N	SEK, 3-Month	Cash daily close: 01/23/2006 to date
9O	SEK, 4-Month	NA	01/23/2006	NA	$20	Cash
9O	SEK, 4-Month	Cash daily close: 01/23/2006 to date
9P	SEK, 5-Month	NA	01/23/2006	NA	$20	Cash
9P	SEK, 5-Month	Cash daily close: 01/23/2006 to date
9Q	SEK, 6-Month	NA	01/23/2006	NA	$20	Cash
9Q	SEK, 6-Month	Cash daily close: 01/23/2006 to date
9R	SEK, 7-Month	NA	01/23/2006	NA	$20	Cash
9R	SEK, 7-Month	Cash daily close: 01/23/2006 to date
9S	SEK, 8-Month	NA	01/23/2006	NA	$20	Cash
9S	SEK, 8-Month	Cash daily close: 01/23/2006 to date
9T	SEK, 9-Month	NA	01/23/2006	NA	$20	Cash
9T	SEK, 9-Month	Cash daily close: 01/23/2006 to date
9U	SEK, 10-Month	NA	01/23/2006	NA	$20	Cash
9U	SEK, 10-Month	Cash daily close: 01/23/2006 to date
9V	SEK, 11-Month	NA	01/23/2006	NA	$20	Cash
9V	SEK, 11-Month	Cash daily close: 01/23/2006 to date
9W	SEK, 12-Month	NA	01/23/2006	NA	$20	Cash
9W	SEK, 12-Month	Cash daily close: 01/23/2006 to date

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