Exchange moved contract to ICE Futures Europe in 2014 from NYSE Liffe US
The Intercontinental Exchange (ICE) has
made changes to its Eurodollar contract in a bid to make the
struggling product more attractive to traditional "point and
ICE changed earlier this month the
matching logic on its Eurodollar ICE Futures contract to a
price and time priority system, known as first-in-first-out
(FIFO), which prioritises orders placed first over later
A client note seen by FOW said the change
took effect on Monday June 13, at which point the matching
logic for the ICE Futures three month Eurodollar futures
contract changed from Gradual Time Based Pro Rata (GTBPR) to
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