CME Group Canadian Dollar

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Canadian dollar futures
Exchange CME Group
Settlement Physically delivered
Contract Size 100,000 Canadian dollars
Pricing Unit 1 point = $.0001 per Canadian dollar = $10 per contract
Tick Value
  • Outrights: .00005 USD per CAD ($5.00 USD).
  • Consecutive Month Spreads (Globex only): 0.00001 USD per CAD (1.00 USD)
  • All other Spread Combinations: 0.00005 USD per CAD (5.00 USD).
Contract Months Contracts listed for the first 3 consecutive months and 20 months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Last Trading Day 9:16 a.m. Central Time (CT) on the business day immediately preceding the third Wednesday of the contract month (usually Tuesday).
  Open Outcry Electronic
Trading Hours Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)) Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Hol 3:00 p.m.-4:00 p.m. Chicago time
Ticker Symbol CD 6C
Price Limits N/A N/A
 
Canadian dollar options
Trade Unit One futures contract for 100,000 Canadian dollars
Point Value 1 point = $.0001 per Canadian dollar = $12.50 per contract
Tick Value $.0001 per Canadian dollar increments ($10.00/contract). Also, trades may occur at $.00005 ($5.00), $.00015 ($15.00), $.00025 ($25.00), $.00035 ($35.00) and $.00045 ($45.00), when price is below five ticks of premium.
Option Months Four months in the March quarterly cycle (Mar, Jun, Sep, Dec) and 3 serial months
Strike Prices All listed intervals for open outcry; 24 strikes up & down, and including, the strike nearest the money on Globex.
Exercise Style European
  Open Outcry Electronic
Trading Hours Monday - Friday 7:20 a.m. – 2:00 p.m. Central Time (CT) Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT
Ticker Symbol CAU CAU
Price Limits N/A N/A

Notes

E-quivalents®, a Web-based application that displays real-time CME Group eFX futures prices in spot equivalent terms is available for traders accustomed to trading FX spot markets. [1]

Also See

CME Group foreign currency products


Resources

Last modified on 15 June 2018, at 16:12