ICE U.S. Dollar Index
From MarketsWiki
The ICE U.S. Dollar Index is a geometrically-averaged calculation of six currencies weighted against the U.S. dollar. The contract was established in 1973 and includes six currencies: the Euro, Japanese yen, British pound, Canadian dollar, Swedish krona and Swiss franc.
On March 14, 2008 ICE announced a new daily trading volume record in the U.S. Dollar Index futures contract. Electronic futures volume on Thursday, March 13, totaled 46,382 contracts, surpassing by 63% the previous record of 28,536 contracts set on March 7.[1]
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| ICE U.S. Dollar Index (USDX) futures | ||
|---|---|---|
| Exchange | ICE | |
| Settlement | Physically delivered | |
| Trade Unit | One contract = $1000 X Index value | |
| Point Value | Need point value! | |
| Tick Value | Need tick value! | |
| Contract Months | Four months in the March/June/September/December quarterly expiration cycle | |
| Last Trading Day | Trading ceases at 10:16 Eastern time two days prior to settlement. | |
| Open Outcry | No Electronic Market | |
| Trading Hours | Dublin: 02:00 to 08:05 ET; New York: 08:05 to 15:00 ET | Electronic Trading Hours (Sun - Fri)
|
| Ticker Symbol | DX | DX |
| Price Limits | N/A | N/A |
| ICE U.S. Dollar Index (USDX) options | ||
| Trade Unit | One futures contract | |
| Point Value | Need point value! | |
| Tick Value | Need tick value! | |
| Option Months | Four months in the March/June/September/December and the nearest two months | |
| Strike Prices | Need strike price description! | |
| Option Expiration Day | Need OED rules! | |
| No Open Outcry | No Electronic Market | |
| Trading Hours | 02:00 to 15:00 Eastern time (closing period commences at 14:59) | N/A |
| Ticker Symbol | N/A | N/A |
| Price Limits | N/A | N/A |
Notes: The contract calls for receipt/delivery of US Dollars or receipt/delivery of six component currencies.
References
- ↑ Press Release. ICE. Retrieved on March 14, 2008.
