CME Group Euro FX/British Pound

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Euro FX/British Pound futures
Exchange CME Group
Settlement Physically delivered
Contract Size 125,000 Euro
Pricing Unit .5 point = 0.00005 British pounds per Euro = 6.25 British pounds
Tick Value Regular: 0.00005 = 6.25 BP

Calendar Spread: 0.000025 = 3.125 BP

Contract Months Six months in the March, June, September, December quarterly cycle.
Last Trading Day Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Holidays 3:00 p.m.-4:00 p.m. LTD (9:16 a.m.)
Ticker Symbol N/A RP
Price Limits N/A N/A
 
Euro FX/British Pound options
Trade Unit One futures contract
Point Value .5 point = 0.00005 British pounds per Euro = 6.25 British pounds
Tick Value Regular: 0.00005 = 6.25 BP

Cab: 0.000025 = 3.125 BP

Special "Half Tick": 0.000025 = 3.125 BP for premium < 0.00025, spreads w/net premium < 0.00025, non-generic combo trades with total premium < 0.00050.

Option Months Four months in the March quarterly cycle and two months not in the March cycle (serial months), and four weekly expirations.
Strike Prices Need strike price description!
  No Open Outcry Electronic
Trading Hours N/A Mon/Thurs 5:00 p.m.-7:15 a.m. & 2:00 p.m.-4:00 p.m. Sun & Holidays 3:00 p.m.-7:15 a.m.
Ticker Symbol N/A
  • Clearing Calls/Puts = RP
  • Ticker Calls = RP
  • Ticker Puts = RP

Weekly Expiration Options:

  • Calls = 1EC/5EC
  • Puts = 1EP/5EP
  • AON = UE (100 Threshold)
Price Limits N/A N/A

Notes

Resources

CME Group Euro FX/British Pound Contract Specifications