CME Group Euroyen

From MarketsWiki

Jump to: navigation, search
This page needs a sponsor.
Put your logo here!
Email us for information
on how to support MarketsWiki.


Euroyen futures
Exchange CME Group
Settlement Cash settled
Trade Unit Euroyen Time deposit having a principal value of 100,000,000 Japanese yen with a three-month maturity.
Point Value Need point value!
Tick Value 1/2 point = .005 = 1,250 Yen
Contract Months Mar, Jun, Sep, Dec, 20 months or 5 years of the March quarterly cycle.
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.; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-4:00 p.m. LTD-8:00 p.m.
Ticker Symbol N/A EY
Price Limits N/A 200 IMM points
 
Euroyen options
Trade Unit One futures contract
Point Value 1/2 point = .005 = 1,250 Yen
Tick Value Regular: 0.005 = 1,250 Yen

Cab: 0.0012 = 300 Yen

Option Months Mar, Jun, Sep, Dec, Eight months in the March Quarterly cycle, two months not in the March cycle (serial months). 1 year Mid-Curve Options - Two months in the March Quarterly cycle, two months not in the March cycle (serial months).
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.-4:00 p.m.; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly; Sun & Holidays 5:00 p.m.-4:00 p.m. LTD-8:00 p.m.
Ticker Symbol N/A
  • Clearing Calls/Puts = EY
  • Ticker Calls/Puts = EY
  • Globex = EJ

1YR MID-CURVES:

  • Clearing Calls/Puts = J0
  • Globex = EJ0
Price Limits N/A N/A

Notes

Resources

CME Group Euroyen Contract Specifications

Personal tools