Difference between revisions of "CME Group Euro FX"

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(Undo revision 209422 by JohnJLothian (talk))
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ctype    = Currency|  
 
ctype    = Currency|  
 
cash    = |  
 
cash    = |  
months  = Twenty months in the March quarterly cycle (Mar, Jun, Sep, Dec)|  
+
months  = Contracts listed for the first 3 consecutive months and 20 months in the March quarterly cycle (Mar, Jun, Sep, Dec)|  
 
fnd      = | <!-- Rules for determining First Notice Date, or blank if none -->
 
fnd      = | <!-- Rules for determining First Notice Date, or blank if none -->
ltd      = The second business day before third Wednesday of the contract month|  
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ltd      = 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).|  
 
unit    = 125,000 euros|
 
unit    = 125,000 euros|
 
ptdesc  = |  
 
ptdesc  = |  
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tickVal  = Regular - 0.0001=$12.50; Calendar Spread - 0.00005=$6.25; All or None - 0.00005=$6.25 |  
 
tickVal  = Regular - 0.0001=$12.50; Calendar Spread - 0.00005=$6.25; All or None - 0.00005=$6.25 |  
 
elect    = Y|  
 
elect    = Y|  
elHours  = Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Hol 3:00 p.m.-4:00 p.m. Chicago time|  
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elHours  = Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)|  
 
elLimit  = |  
 
elLimit  = |  
 
elSym    = 6E|  
 
elSym    = 6E|  
outcry  = Y|  
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outcry  = |  
ooHours  = Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)|  
+
ooHours  = |  
 
ooLimit  = |  
 
ooLimit  = |  
ooSym    = EC
+
ooSym    =  
 
|  
 
|  
  
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== Resources ==
 
== Resources ==
[http://www.cmegroup.com/trading/fx/g10/euro-fx_contractSpecs_options.html Euro FX Contract Specifications]
+
*[http://www.cmegroup.com/trading/fx/g10/euro-fx_contractSpecs_options.html Euro FX Contract Specifications]
  
 
[[Category:CME Group]]
 
[[Category:CME Group]]
 +
[http://www.cmegroup.com/confluence/display/EPICSANDBOX/Euro EUR/USD Futures Settlement Procedures]
  
 
[http://www.cmegroup.com/rulebook/files/position-limits-cme.xlsx CME Position Limits]
 
[http://www.cmegroup.com/rulebook/files/position-limits-cme.xlsx CME Position Limits]

Revision as of 15:29, 22 June 2018

CME-E-Mini PostLaunch Banner 728x90.jpg


Euro futures
Exchange CME Group
Settlement Physically delivered
Contract Size 125,000 euros
Pricing Unit 1 point = $.0001 per Euro = $12.50 per contract
Tick Value Regular - 0.0001=$12.50; Calendar Spread - 0.00005=$6.25; All or None - 0.00005=$6.25
Contract Months Contracts listed for the first 3 consecutive months and 20 months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Last Trading Day 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)
Ticker Symbol N/A 6E
Price Limits N/A N/A
 
Euro options
Trade Unit One futures contract
Point Value 1 point = $.0001 per Euro = $12.50 per contract
Tick Value Regular - 0.0001=$12.50; Cabinet trade - 0.00005=$6.25; Special "Half Tick" - 0.00005=$6.25 for premium<0.0005, spreads w/net premium<0.0005, non-generic combo trades<0.0010.
Option Months 4 Quarterly, 2 Serial, 4 Weekly
Strike Prices All listed intervals for open outcry; 16 strikes up & down, and including, the strike nearest the money on Globex.
Exercise Style European*
  Open Outcry Electronic
Trading Hours 7:20 a.m.-2:00 p.m. Central1X - 5X time (9:16 a.m. on last trading day) Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT.
Ticker Symbol 1X - 5X Clearing: Calls/Puts=EC. Ticker Calls and Puts: EC. Globex: 6E. Weekly Expiration Options (open outcry): Calls = 1XC/5XC, Puts = 1XP/5XP, AON = UG; Globex = 6E1-6E5
Price Limits N/A N/A

Notes

E-quivalents®, a Web-based application that displays real-time CME Group eFX futures prices in spot equivalent terms is available for traders accustomed to trading FX spot markets. [1]

Also See

CME Group foreign currency products


Resources

EUR/USD Futures Settlement Procedures

CME Position Limits

CME 261

Block Minimum Thresholds

Price Limits

Quote Vendor Symbols Listing