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Data Example:
Feel free to copy the data below for testing.
Vol = Volume for that individual contract
OI = Open Interest on that individual contract
Total Vol = Volume for all Contracts traded in that commodity
Total OI = Open Interest for all Contracts traded in that commodity
Chicago Mercantile Exchange (CME)
Eurodollars (3 Month) Historical Data
December 2006 Contract - Daily
Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20060601, 200612, 94.5450, 94.5800, 94.5450, 94.5650, 29973, 1543879, 394230, 10276589
20060602, 200612, 94.5750, 94.7050, 94.5750, 94.6950, 45206, 1562000, 473238, 10180113
20060605, 200612, 94.6950, 94.7000, 94.6200, 94.6150, 16374, 1540030, 271985, 10141403
20060606, 200612, 94.5950, 94.6200, 94.5800, 94.5900, 27520, 1557962, 314987, 10281725
20060607, 200612, 94.5850, 94.5900, 94.5600, 94.5700, 21397, 1556178, 304651, 10279537
20060608, 200612, 94.5800, 94.6200, 94.5550, 94.5850, 28787, 1579363, 372251, 10300325
20060609, 200612, 94.5800, 94.5950, 94.5500, 94.5750, 18616, 1568684, 228651, 10255084
20060612, 200612, 94.5600, 94.5700, 94.5500, 94.5700, 14560, 1560637, 233451, 10298504
20060613, 200612, 94.5900, 94.5950, 94.5600, 94.5750, 33726, 1536859, 360856, 10319060
20060614, 200612, 94.5600, 94.5600, 94.4650, 94.4700, 46646, 1527900, 392284, 10430195
20060615, 200612, 94.4350, 94.4400, 94.3950, 94.4300, 41838, 1545920, 369362, 10626812
20060616, 200612, 94.4450, 94.4500, 94.4050, 94.4100, 22005, 1573191, 315069, 10472734
20060619, 200612, 94.4000, 94.4050, 94.3800, 94.3950, 22518, 1577686, 395986, 10094577
20060620, 200612, 94.4000, 94.4000, 94.3750, 94.3850, 26208, 1557152, 279399, 9400251
20060621, 200612, 94.3850, 94.3950, 94.3750, 94.3800, 12195, 1568697, 230612, 9521569
20060622, 200612, 94.3650, 94.3650, 94.3300, 94.3300, 24660, 1586265, 258154, 9576850
20060623, 200612, 94.3300, 94.3450, 94.2950, 94.3050, 22032, 1586029, 232361, 9556981
20060626, 200612, 94.3050, 94.3100, 94.2900, 94.3000, 23102, 1586603, 150667, 9599144
20060627, 200612, 94.3150, 94.3400, 94.3050, 94.3200, 16253, 1579084, 214623, 9602888
20060628, 200612, 94.3300, 94.3300, 94.2900, 94.2950, 29586, 1572263, 245218, 9606370
20060629, 200612, 94.3050, 94.3850, 94.2950, 94.3800, 47684, 1535378, 330243, 9560893
20060630, 200612, 94.3650, 94.4100, 94.3650, 94.4050, 26992, 1533188, 261204, 9516786
Chicago Mercantile Exchange (CME)
Eurodollars (3 month) Historical Data
2005 Cash - Daily
Date, Open, High, Low, Close, Futures Total Vol, Futures Total OI
20050701, 96.4725, 96.4725, 96.4725, 96.4725, 302881, 7574707
20050705, 96.4500, 96.4500, 96.4500, 96.4500, 268680, 7560214
20050706, 96.4400, 96.4400, 96.4400, 96.4400, 231595, 7456284
20050707, 96.4500, 96.4500, 96.4500, 96.4500, 249905, 7439367
20050708, 96.4400, 96.4400, 96.4400, 96.4400, 203496, 7377976
20050711, 96.4300, 96.4300, 96.4300, 96.4300, 143765, 7325096
20050712, 96.4200, 96.4200, 96.4200, 96.4200, 197756, 7330642
20050713, 96.4025, 96.4025, 96.4025, 96.4025, 197211, 7368204
20050714, 96.3925, 96.3925, 96.3925, 96.3925, 244952, 7345591
20050715, 96.3875, 96.3875, 96.3875, 96.3875, 155265, 7233658
20050718, 96.3800, 96.3800, 96.3800, 96.3800, 133307, 7270126
20050719, 96.3700, 96.3700, 96.3700, 96.3700, 243501, 7318861
20050720, 96.3600, 96.3600, 96.3600, 96.3600, 318141, 7364819
20050721, 96.3500, 96.3500, 96.3500, 96.3500, 241104, 7399897
20050722, 96.3400, 96.3400, 96.3400, 96.3400, 193451, 7382632
20050725, 96.3375, 96.3375, 96.3375, 96.3375, 130043, 7406082
20050726, 96.3325, 96.3325, 96.3325, 96.3325, 207731, 7461846
20050727, 96.3200, 96.3200, 96.3200, 96.3200, 216768, 7507329
20050728, 96.3075, 96.3075, 96.3075, 96.3075, 261142, 7585973
20050729, 96.3000, 96.3000, 96.3000, 96.3000, 245794, 7656502
CME and Chicago Mercantile Exchange are registered trademarks of the CME
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Data Notes
All data
is in Daily format, day
sessions unless otherwise noted.
Prices shown are in US dollars.
All data includes at least the Open, High, Low, Close, Volume, Open Interest, Total Volume, Total Open Interest for each trading day unless otherwise noted.
All Futures Contract data goes from the first day of trading to last.
Data is updated
through the end of the previous trading week unless otherwise noted.
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Data Shipping/Transmission Info | Other Ordering Options
Exchange Contract Specifications
Contract Size: Eurodollar Time Deposit having a principal value of $1,000,000 with a three-month maturity.
Tick Size: 1 point = .01 = $25.00.
Price Quote: US Dollars per point.
Active Contract Months: Mar, Jun, Sep, Dec.
Last Trading Day: Futures trading shall terminate at 11:00 a.m. (London Time) 5:00a.m. (Chicago Time on the second London bank business day before the third Wednesday of the contract month. (Due to the 5:00 a.m. terminate time, the last day of trading for contracts listed on RTH will be the third business day immediately preceding the third Wednesday of the contract month).
Trading Hours: Mon/Thurs 5:00 p.m.-4:00 p.m. ; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-4:00 p.m. LTD-5:00 a.m.
Daily Price Limit: 200 points.
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