1-month Eurodollar Futures are traded on the Chicago Mercantile Exchange. Each contract is for Eurodollar interbank deposit having approximately $3 million principal value, for one-month term to maturity, for spot settlement on the 3rd Wednesday of the contract month.. Prices are quoted in IMM price points: 100 points minus the one-month London interbank offered rate for spot settlement on the 3rd Wednesday of the contract month. E.g., a price quote of 97.45 signifies a deposit rate of 2.55 percent per annum. One interest rate basis point = 0.01 price points = $25 per contract..
1-month Eurodollar Futures contracts exist for the months of January (F), February (G), March (H), April (J), May (K), June (M), July (N), August (Q), September (U), October (V), November (X) and December (Z).
Click on any price shown on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data.
Historical continuous contract data is available from n.a. to n.a..
Quandl's explanatory page About Futures Contracts.