Difference between revisions of "CME Group Korean Won"

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{{Contract
 
{{Contract
 
|exch    = CME Group <!-- Exchange name or acronym-->
 
|exch    = CME Group <!-- Exchange name or acronym-->
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|ctype    = Financial <!-- Type of commodity, e.g. Agricultural, Financial, Weather, Emissions -->
 
|ctype    = Financial <!-- Type of commodity, e.g. Agricultural, Financial, Weather, Emissions -->
 
|settle  = C <!-- C for cash settled, B for both cash and physical, P or leave blank for physical -->
 
|settle  = C <!-- C for cash settled, B for both cash and physical, P or leave blank for physical -->
|months  = Thirteen consecutive calendar months plus two deferred March quarterly cycle contracts. <!-- Contract months traded -->
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|months  = Thirteen consecutive calendar months plus 2 deferred March quarterly cycle contract months <!-- Contract months traded -->
 
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
 
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
|ltd      =  <!-- Rules for determining Last Trading Day -->
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|ltd      =  Trading terminates on the second Seoul business day prior to the third Wednesday of the contract month at 3:30 p.m. Seoul local time. <!-- Rules for determining Last Trading Day -->
 
|unit    = 125,000,000 Korean won <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
 
|unit    = 125,000,000 Korean won <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
 
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
 
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
|ptval    = <!-- Dollar (or other currency) value of a single contract point -->
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|ptval    = 1 point = .0000001 KRW = $12.50 per contract <!-- Dollar (or other currency) value of a single contract point -->
 
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
 
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
|tickVal  = 1E-7 = 12.50 <!-- Dollar (or other currency) amount of trading tick -->
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|tickVal  = $.0000001 per Korean won increments ($12.50/contract). <!-- Dollar (or other currency) amount of trading tick -->
 
|elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
 
|elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
|elHours  = Sun/Fri 3:00 p.m.-4:00 p.m.(CT) the next day. (8:00 a.m.-7:00 a.m. next day Seoul time in winter and 7:00 a.m.-6:00 a.m. next day Seoul time in summer) <!-- Electronic trading hours; leave blank if none -->
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|elHours  = SSundays: 5:00 p.m. 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday – closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT. <!-- Electronic trading hours; leave blank if none -->
 
|elLimit  =  <!-- Price limits on electronic trading session; leave blank if none -->
 
|elLimit  =  <!-- Price limits on electronic trading session; leave blank if none -->
 
|elSym    = KRW <!-- Ticker symbol for electronic platform; leave blank if none -->
 
|elSym    = KRW <!-- Ticker symbol for electronic platform; leave blank if none -->
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<!-- The following section is for option data -- leave blank if options are not relevant -->
 
<!-- The following section is for option data -- leave blank if options are not relevant -->
 
|oed      =  <!-- Rules for determining Option Expiration Day -->
 
|oed      =  <!-- Rules for determining Option Expiration Day -->
|options  = <!-- Any value if option data is being provided -->
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|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  = <!-- List of option months -->
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|opMonths  = Twelve consecutive months <!-- List of option 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  = <!-- dollar (or other currency) value of one market point -->
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|opPtval  = 1 point = .0000001 KRW = $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 = <!-- option tick size in currency -->
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|opTickVal = $.0000001 per Korean won increments ($12.50/contract). <!-- option tick size in currency -->
|opExercise=  <!-- Exercise style, American, European or leave blank if not relevant -->
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|opExercise=  European <!-- Exercise style, American, European or leave blank if not relevant -->
|opElect  = <!-- Any value if electronic trading is used -->
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|opElect  = x <!-- Any value if electronic trading is used -->
|opEHours  = <!-- trading hours for electronic platform; leave blank if none -->
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|opEHours  = Sundays: 5:00 p.m. – 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday - closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. (CT) <!-- trading hours for electronic platform; leave blank if none -->
 
|opELimit  =  <!-- Daily price limit for electronic platform; leave blank if none -->
 
|opELimit  =  <!-- Daily price limit for electronic platform; leave blank if none -->
|opESym    = <!-- Ticker symbol for electronic session -->
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|opESym    = KRW <!-- Ticker symbol for electronic session -->
 
|opOutcry  =  <!-- Any value if open outcry is used -->
 
|opOutcry  =  <!-- Any value if open outcry is used -->
 
|opOHours  =  <!-- trading hours for open outcry session; leave blank if none -->
 
|opOHours  =  <!-- trading hours for open outcry session; leave blank if none -->
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== Notes ==
 
== Notes ==
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CME Group also offers European, weekly, and weekly European options with the underlying instruments Korean Won futures. For more contract specification, please refer to [http://www.cmegroup.com/trading/fx/emerging-market/korean-won_contractSpecs_options.html Korean Won Options Contract Specification]
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== Resources ==
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*[http://www.cmegroup.com/trading/fx/emerging-market/korean-won_contract_specifications.html CME Group Korean Won Contract Specifications]
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*[http://www.cmegroup.com/confluence/display/EPICSANDBOX/Korean+Won KRW/USD Futures Settlement Procedures]
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*[http://www.cmegroup.com/rulebook/files/position-limits-cme.xlsx CME Position Limits]
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*[http://www.cmegroup.com/rulebook/CME/III/250/271/271.pdf CME 271]
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*[http://www.cmegroup.com/clearing/trading-practices/block-trades.html#cmeProducts Block Minimum Thresholds]
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*[http://www.cmegroup.com/rulebook/files/special-price-fluctuation-limits.xlsx Price Limits]
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*[http://www.cmegroup.com/tools-information/vendorSymbol.html Quote Vendor Symbols Listing]

Latest revision as of 14:32, 19 June 2018

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Korean Won futures
Exchange CME Group
Settlement Cash settled
Contract Size 125,000,000 Korean won
Pricing Unit 1 point = .0000001 KRW = $12.50 per contract
Tick Value $.0000001 per Korean won increments ($12.50/contract).
Contract Months Thirteen consecutive calendar months plus 2 deferred March quarterly cycle contract months
Last Trading Day Trading terminates on the second Seoul business day prior to the third Wednesday of the contract month at 3:30 p.m. Seoul local time.
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A SSundays: 5:00 p.m. – 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday – closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.
Ticker Symbol N/A KRW
Price Limits N/A N/A
 
Korean Won options
Trade Unit One futures contract
Point Value 1 point = .0000001 KRW = $12.50 per contract
Tick Value $.0000001 per Korean won increments ($12.50/contract).
Option Months Twelve consecutive months
Strike Prices Need strike price description!
Exercise Style European
  No Open Outcry Electronic
Trading Hours N/A Sundays: 5:00 p.m. – 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday - closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. (CT)
Ticker Symbol N/A KRW
Price Limits N/A N/A

Notes

CME Group also offers European, weekly, and weekly European options with the underlying instruments Korean Won futures. For more contract specification, please refer to Korean Won Options Contract Specification

Resources