CME Group New Zealand Dollar

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New Zealand Dollar futures
Exchange CME Group
Settlement Physically delivered
Trade Unit 100,000 New Zealand dollars
Point Value 1 point = $.0001 per New Zealand 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/Thurs 5:00 p.m.-4:00 p.m. Sun & Holidays 3:00 p.m.-4:00 p.m.
Ticker Symbol N/A NE
Price Limits N/A N/A
 
New Zealand Dollar options
Trade Unit One futures contract
Point Value 1 point = $.0001 per New Zealand dollar = $10.00 per contract
Tick Value Regular: 0.0001 = $10.00

Cab: 0.00005 = $5.00

Special "Half Tick": 0.00005 = $5.00 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 cycle and two months not in the March cycle (serial months), plus 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 5:00 p.m.-7:15 a.m 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 = NE
  • Ticker Calls = NE
  • Ticker Puts = NE
  • Globex = 6N

Weekly Expiration Options:

  • Calls = 1ZC/5ZC
  • Puts = 1ZP/5ZP
  • AON = UK
Price Limits N/A N/A

Notes

Resources

CME Group New Zealand Dollar Contract Specifications

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