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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
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
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
Cash daily close: 09/22/1992 to date
P2 EDR, 2-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
P3 EDR, 3-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
P4 EDR, 4-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
P5 EDR, 5-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
P6 EDR, 6-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
P7 EDR, 7-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
P8 EDR, 8-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
P9 EDR, 9-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
P0 EDR, 10-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
PD EDR, 11-Month, British Pound NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
PF EDR, 12-Month, British Pound NA 09/22/1992* NA $20 Cash
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
Cash daily close: 09/05/1986 to date
F2 EDR, 2-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
F3 EDR, 3-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
F4 EDR, 4-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
F5 EDR, 5-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
F6 EDR, 6-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
F7 EDR, 7-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
F8 EDR, 8-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
F9 EDR, 9-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
F0 EDR, 10-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
FG EDR, 11-Month, Euro NA 09/05/1986* NA $20 Cash
Cash daily close: 09/05/1986 to date
FH EDR, 12-Month, Euro NA 09/05/1986* NA $20 Cash
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
Cash daily close: 09/22/1992 to date
Y2 EDR, 2-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
Y3 EDR, 3-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
Y4 EDR, 4-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
Y5 EDR, 5-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
Y6 EDR, 6-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
Y7 EDR, 7-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
Y8 EDR, 8-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
Y9 EDR, 9-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
Y0 EDR, 10-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
YD EDR, 11-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
YE EDR, 12-Month, Japanese Yen NA 09/22/1992* NA $20 Cash
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
Cash daily close: 09/22/1992 to date
S2 EDR, 2-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
S3 EDR, 3-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
S4 EDR, 4-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
S5 EDR, 5-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
S6 EDR, 6-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
S7 EDR, 7-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
S8 EDR, 8-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
S9 EDR, 9-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
S0 EDR, 10-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
SC EDR, 11-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
Cash daily close: 09/22/1992 to date
SD EDR, 12-Month, Swiss Franc NA 09/22/1992* NA $20 Cash
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
Cash daily close: 09/02/2002 to date
D2 EDR, 2-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
D3 EDR, 3-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
D4 EDR, 4-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
D5 EDR, 5-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
D6 EDR, 6-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
D7 EDR, 7-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
D8 EDR, 8-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
D9 EDR, 9-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
D0 EDR, 10-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
M7 EDR, 11-Month, Canadian Dollar NA 09/02/2002* NA $20 Cash
Cash daily close: 09/02/2002 to date
M8 EDR, 1-Year, Canadian Dollar NA 09/02/2002* NA $20 Cash
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
Cash daily close: 10/22/1990 to date
M0 EDR, 2-Week, U.S. Dollar NA 09/13/2002* NA $20 Cash
Cash daily close: 09/13/2002 to date
L1 EDR, 1-Month, U.S. Dollar NA 06/13/1988* NA $20 Cash
Cash daily close: 06/13/1988 to date
L2 EDR, 2-Month, U.S. Dollar NA 10/22/1990* NA $20 Cash
Cash daily close: 10/22/1990 to date
L3 EDR, 3-Month, U.S. Dollar NA 06/13/1988* NA $20 Cash
Cash daily close: 06/13/1988 to date
L4 EDR, 4-Month, U.S. Dollar NA 02/05/1993* NA $20 Cash
Cash daily close: 02/05/1993 to date
L5 EDR, 5-Month, U.S. Dollar NA 02/05/1993* NA $20 Cash
Cash daily close: 02/05/1993 to date
L6 EDR, 6-Month, U.S. Dollar NA 06/13/1988* NA $20 Cash
Cash daily close: 06/13/1988 to date
L7 EDR, 7-Month, U.S. Dollar NA 11/30/1995* NA $20 Cash
Cash daily close: 11/30/1995 to date
L8 EDR, 8-Month, U.S. Dollar NA 02/05/1993* NA $20 Cash
Cash daily close: 02/05/1993 to date
L9 EDR, 9-Month, U.S. Dollar NA 10/22/1990* NA $20 Cash
Cash daily close: 10/22/1990 to date
L0 EDR, 10-Month, U.S. Dollar NA 02/05/1993* NA $20 Cash
Cash daily close: 02/05/1993 to date
LE EDR, 11-Month, U.S. Dollar NA 02/05/1993* NA $20 Cash
Cash daily close: 02/05/1993 to date
LY EDR, 1-Year, U.S. Dollar NA 10/22/1990* NA $20 Cash
Cash daily close: 10/22/1990 to date
M2 EDR, 2-Year, U.S. Dollar NA 09/13/2002* NA $20 Cash
Cash daily close: 09/13/2002 to date
M3 EDR, 3-Year, U.S. Dollar NA 09/13/2002* NA $20 Cash
Cash daily close: 09/13/2002 to date
M4 EDR, 4-Year, U.S. Dollar NA 09/13/2002* NA $20 Cash
Cash daily close: 09/13/2002 to date
M5 EDR, 5-Year, U.S. Dollar NA 09/13/2002* NA $20 Cash
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
Cash daily close: 01/02/2002 to date
6M AUD, 2-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6N AUD, 3-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6O AUD, 4-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6P AUD, 5-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6Q AUD, 6-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6R AUD, 7-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6S AUD, 8-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6T AUD, 9-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6U AUD, 10-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6V AUD, 11-Month NA 01/02/2002 NA $20 Cash
Cash daily close: 01/02/2002 to date
6W AUD, 12-Month NA 01/02/2002 NA $20 Cash
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
Cash daily close: 06/13/2003 to date
7M DKK, 2-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7N DKK, 3-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7O DKK, 4-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7P DKK, 5-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7Q DKK, 6-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7R DKK, 7-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7S DKK, 8-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7T DKK, 9-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7U DKK, 10-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7V DKK, 11-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
7W DKK, 12-Month NA 06/13/2003 NA $20 Cash
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
Cash daily close: 06/13/2003 to date
8M NZD, 2-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8N NZD, 3-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8O NZD, 4-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8P NZD, 5-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8Q NZD, 6-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8R NZD, 7-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8S NZD, 8-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8T NZD, 9-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8U NZD, 10-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8V NZD, 11-Month NA 06/13/2003 NA $20 Cash
Cash daily close: 06/13/2003 to date
8W NZD, 12-Month NA 06/13/2003 NA $20 Cash
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
Cash daily close: 01/23/2006 to date
9M SEK, 2-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9N SEK, 3-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9O SEK, 4-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9P SEK, 5-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9Q SEK, 6-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9R SEK, 7-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9S SEK, 8-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9T SEK, 9-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9U SEK, 10-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9V SEK, 11-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date
9W SEK, 12-Month NA 01/23/2006 NA $20 Cash
Cash daily close: 01/23/2006 to date

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