Overview
CME has communicated recent changes pertaining to Eurodollar products, including the delisting of various Eurodollar products, and the transition of positions in certain products to corresponding SOFR instruments. To align schedules with these changes, FIA Tech will be updating electronic rate schedules that (1) currently contain the impacted CME Eurodollar products and (2) are attached to either non-Terminated GUAs or in rate schedule libraries. This update will take place in Docs over the weekend of July 29th.
Rate Schedule Updates
Rate schedule updates for this migration will be made as follows:
Individual Products - Rate lines for the individual “Current” products listed in the chart below will be cloned in their entirety, with the “Migrated” product codes substituted in the cloned rate lines.
Product Groups – Rate schedules listing the product group “INT-STIRS” and "INT-STIRS-CP" will not be impacted, as the new product codes are already listed in the Docs Reference Data and present in this group.
| CURRENT | MIGRATED | ||||||||
| Exchange | Product Group | Product Code | Product Name | Product Type | Exchange | Product Group | Product Code | Product Name | Product Type |
| CME | INT-STIRS(-CP) | ED | EURODOLLAR FUTURES | Future | CME | INT-STIRS(-CP) | SR3 | Three-Month SOFR Futures | Future |
| CME | INT-STIRS(-CP) | ED | EURODOLLAR OPTIONS | Option | CME | INT-STIRS(-CP) | SR3 | Options on Three-Month SOFR Futures | Option |
| CME | INT-STIRS(-CP) | E0 | EURODOLLAR 1YR MC OPTIONS | Option | CME | INT-STIRS(-CP) | S0 | One-Year Mid-Curve Options on Three-Month SOFR Futures | Option |
| CME | INT-STIRS(-CP) | E2 | EURODOLLAR 2YR MC OPTIONS | Option | CME | INT-STIRS(-CP) | S2 | Two-Year Mid-Curve Options on Three-Month SOFR Futures | Option |
| CME | INT-STIRS(-CP) |
E3 |
Eurodollar 3yr MC Options | Option | CME | INT-STIRS(-CP) | S3 | Three-Year Mid-Curve Options on Three-Month SOFR Futures | Option |
| CME | INT-STIRS(-CP) | E4 | Eurodollar 4yr MC Options | Option | CME | INT-STIRS(-CP) | S4 | Four-Year Mid-Curve Options on Three-Month SOFR Futures | Option |
| CME | INT-STIRS(-CP) | E5 | EURODOLLAR 5YR MC OPTIONS | Option | CME | INT-STIRS(-CP) | S5 | Five-Year Mid-Curve Options on Three-Month SOFR Futures | Option |
A full Product Listing of all products in Docs may be found in the Docs Product Report
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