CME Group Australian Dollar

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Australian Dollar futures
Exchange CME Group
Settlement Physically delivered
Trade Unit 100,000 Australian dollars
Point Value 1 point = $.0001 per Australian dollar = $10.00 per contract
Tick Value Regular: 0.0001 = $10.00

Calendar Spread: 0.00005 = $5.00

Contract Months Six months in the March Quarterly Cycle. Mar, Jun, Sep, Dec.
Last Trading Day Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Mon/Thur 5:00 p.m.-4:00 p.m. Sun & Holidays 3:00 p.m.-4:00 p.m.
Ticker Symbol N/A AD
Price Limits N/A N/A
 
Australian Dollar options
Trade Unit One futures contract
Point Value 1 point = $.0001 per Australian dollar = $10.00 per contract
Tick Value Regular: 0.0001 = $10.00

Cab: 0.00005 = $5.00

Special "Half Tick" 0.00005=$5.00, $.00015 ($15.00), $.00025 ($25.00), $.00035 ($35.00), and $.00045 ($45.00), which are less than five ticks of premium.

Option Months Four months in the March quarterly cycle, two months not in the March cycle (serial months), plus 4 Weekly Expiration Options.
Strike Prices Need strike price description!
Option Expiration Day Need OED rules!
  No Open Outcry No Electronic Market
Trading Hours N/A Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Holidays 3:00 p.m.-4:00 p.m.
Ticker Symbol N/A
  • Clearing Calls/Puts = AD
  • Ticker Calls = KA
  • Ticker Puts = JA
  • Globex = 6A Weekly

Expiration Options:

  • Floor Calls = 1AC/5AC
  • Puts = 1AP/5AP
  • AON = LA
  • Globex 6A1-6A5 (50 Threshold)
Price Limits N/A N/A

Notes

Resources

CME Group Australian Dollar Contract Specifications

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