Difference between revisions of "CME Group Euro FX"

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options  = x| <!-- Any value if option data is being provided -->
 
options  = x| <!-- Any value if option data is being provided -->
 
opUnit    = | <!-- Trade unit -- leave blank unless it's something other than "One futures contract" -->
 
opUnit    = | <!-- Trade unit -- leave blank unless it's something other than "One futures contract" -->
opMonths  = 4 Quarterly, 2 Serial, 4 Weekly |  
+
opMonths  = Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months|  
 
opPtdesc  = | <!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce -->
 
opPtdesc  = | <!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce -->
 
opPtval  = 1 point = $.0001 per Euro = $12.50 per contract| <!-- dollar (or other currency) value of one market point -->
 
opPtval  = 1 point = $.0001 per Euro = $12.50 per contract| <!-- dollar (or other currency) value of one market point -->
 
opTickPt  = | <!-- option tick size in points -->
 
opTickPt  = | <!-- option tick size in points -->
opTickVal = 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.  
+
opTickVal = $.0001 per euro increments ($12.50/contract). Also, trades may occur at $.00005 ($6.25), $.00015 ($18.75), $.00025 ($31.25), $.00035 ($43.75), and $.00045 ($56.25), when price is below five ticks of premium.
 
|opExercise= European*| <!-- Exercise style, American, European or leave blank if not relevant -->
 
|opExercise= European*| <!-- Exercise style, American, European or leave blank if not relevant -->
 
opElect  = Y| <!-- Any value if electronic trading is used -->
 
opElect  = Y| <!-- Any value if electronic trading is used -->
opEHours  =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.|  
+
opEHours  = 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|  
 
opELimit  = | <!-- Daily price limit for open outcry contract; leave blank if none -->
 
opELimit  = | <!-- Daily price limit for open outcry contract; leave blank if none -->
opESym    = '''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
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opESym    = EUU
 
| opOutcry  = Y|  
 
| opOutcry  = Y|  
opOHours  = 7:20 a.m.-2:00 p.m. Central1X - 5X time (9:16 a.m. on last trading day)| <!-- trading hours for open outcry contract; leave blank if none -->
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opOHours  = Monday - Friday 7:20 a.m. 2:00 p.m. Central Time (CT)| <!-- trading hours for open outcry contract; leave blank if none -->
 
opOLimit  = | <!-- Daily price limit for open outcry contract; leave blank if none -->
 
opOLimit  = | <!-- Daily price limit for open outcry contract; leave blank if none -->
opOSym    = 1X - 5X| <!-- Ticker symbol for open outcry session -->
+
opOSym    = EUU| <!-- Ticker symbol for open outcry session -->
 
opStrike  = All listed intervals for open outcry; 16 strikes up & down, and including, the strike nearest the money on [[Globex]].  
 
opStrike  = All listed intervals for open outcry; 16 strikes up & down, and including, the strike nearest the money on [[Globex]].  
 
}}
 
}}

Latest revision as of 15:32, 22 June 2018

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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 $.0001 per euro increments ($12.50/contract). Also, trades may occur at $.00005 ($6.25), $.00015 ($18.75), $.00025 ($31.25), $.00035 ($43.75), and $.00045 ($56.25), when price is below five ticks of premium.
Option Months Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months
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 Monday - Friday 7:20 a.m. – 2:00 p.m. Central Time (CT) 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 EUU EUU
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