Eurodollar contract settlement
9 Apr 2016 PDF | Four times a year, Eurodollar futures contracts are settled by cash to a final settlement price that is tied to spot three-month LIBOR. Contract Unit. Eurodollar interbank deposit having approximately $1 million principal value, for three-month term to maturity, for spot settlement on the 3rd. Thomas W. Miller, Jr. Eurodollar: Futures Settlement Prices as of 07/28/99 http:// www.cme.com. ©David Dubofsky