One-Month Libor Futures

Ticker Symbol: EM

Trading Unit: $3,000,000

Price Quote: IMM Index points

Min Price Fluct: U.S. $25.00 - I IMM Index point 0.01 or one basis point (e.g., from 93.00 to 93.01)

Daily Price Limit: None

Contract Months: All 12 calendar months

Trading Hours: 7:20 am-2:00 pm (Chicago Time):

Last day: 7:20 am-9:30 am

Last Day of Trading: The second London bank business day immediately preceding the third Wednesday of the contract month.

Delivery Date: Last day of trading-cash settled

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