Market regulation · 25/09/1996Updated: 10/18/2026 · 1 min read
Chicago Mercantile Exchange Proposes Changes to Eurodollar and LIBOR Futures Contracts
Summary
The Chicago Mercantile Exchange (CME) has submitted proposed amendments to its cash settlement provisions for three-month Eurodollar and one-month LIBOR futures contracts, shifting the basis from the CME to an interest rate survey by the British Bankers' Association.