CME Group Euro FX/Japanese Yen

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Euro FX/Japanese Yen futures
Exchange CME Group
Settlement Physically delivered
Contract Size 125,000 Euro
Pricing Unit 1 point = 0.01 Japanese yen per Euro = 1,250 Japanese Yen
Tick Value Regular: 0.01 = 1250 Yen

Calendar Spread: 0.005 = 625 Yen

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 RY
Price Limits N/A N/A
 
Euro FX/Japanese Yen options
Trade Unit One futures contract
Point Value 1 point = 0.01 Japanese yen per Euro = 1,250 Japanese yen
Tick Value Regular: 0.01 = 1250 Yen

Cab: 0.005 = 625 Yen

Special "Half Tick": 0.005 = 625 JY for premium < 0.05, spreads w/net premium < 0.05, non-generic combo trades with total premium < 0.10.

Option Months Four months in the March quarterly cycle, two months not in the March cycle (serial months), and four weekly expirations.
Strike Prices Need strike price description!
  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
  • Clearing Calls/Puts = RY
  • Ticker Calls = RY
  • Ticker Puts = RY

Weekly Expiration Options:

  • Calls = 1HC/5HC
  • Puts = 1HP/5HP
  • AON = UH (100 Threshold)
Price Limits N/A N/A

Notes

Resources

CME Group Euro FX/Japanese Yen Contract Specifications