CME Group Euro FX/Swiss Franc
From MarketsWiki
| 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 |
Weekly Expiration Options:
|
| Price Limits | N/A | N/A |

