CME Group Euro FX/Swiss Franc

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Euro FX/Swiss Franc futures
Exchange CME Group
Settlement Physically delivered
Trade Unit 125,000 Euro
Point Value 1 point = 0.0001 Swiss francs per Euro = 12.5 Swiss francs
Tick Value Regular: 0.0001 = 12.5 SF

Calendar Spread: 0.00005 = 6.25 SF

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/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 RF
Price Limits N/A N/A
 
Euro FX/Swiss Franc options
Trade Unit One futures contract
Point Value 1 point = 0.0001 Swiss francs per Euro = 12.5 Swiss Francs
Tick Value Regular: 0.0001 = 12.5 SF

Cab: 0.00005 = 6.25 SF

Special "Half Tick": 0.00005 = 6.25 SF for premium < 0.0005, spreads w/net premium < 0.0005, non-generic combo trades with total premium < 0.0010.

Option Months Four months in the March quarterly cycle, two serial months, and four weekly expirations.
Strike Prices Need strike price description!
Option Expiration Day Need OED rules!
  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 = RF
  • Ticker Calls = RF
  • Ticker Puts = RF

Weekly Expiration Options:

  • Calls = 1IC/5IC
  • Puts = 1IP/5IP
  • AON = UA (100 Threshold)
Price Limits N/A N/A

Notes

Resources

CME Group Euro FX/Swiss Franc Contract Specifications

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