Singapore Eurodollar Futures are traded on the Singapore Exchange. Each contract is for 1000000 of Singapore Eurodollar. Prices are quoted in Quarter-tick trading for spot month futures (0.0025 points valued at US$6.25). Half-tick trading for second month through tenth year futures contract (0.005 points valued at US$12.50). Quarter-tick trading for second nearest contract month on the last trading day of the expiring contract month.
Singapore 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). The deliverable product for the Singapore Eurodollar Futures contract is None; this contract is cash-settled based on 3-Month LIBOR.
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.