CME Group Euro FX/Swiss Franc

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Euro FX/Swiss Franc futures
Exchange CME Group
Settlement Physically delivered
Contract Size 125,000 Euro
Pricing Unit 1 point = 0.0001 Swiss francs per Euro = 12.5 Swiss francs
Tick Value Regular: 0.0001 = 12.5 SF

Calendar Spread: 0.00005 = 6.25 SF

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. LTD (9:16 a.m.)
Ticker Symbol N/A RF
Price Limits N/A N/A
 
Euro FX/Swiss Franc options
Trade Unit One futures contract
Point Value 1 point = 0.0001 Swiss francs per Euro = 12.5 Swiss Francs
Tick Value Regular: 0.0001 = 12.5 SF

Cab: 0.00005 = 6.25 SF

Special "Half Tick": 0.00005 = 6.25 SF 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 quarterly cycle, two 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 = RF
  • Ticker Calls = RF
  • Ticker Puts = RF

Weekly Expiration Options:

  • Calls = 1IC/5IC
  • Puts = 1IP/5IP
  • AON = UA (100 Threshold)
Price Limits N/A N/A

Notes

Resources

CME Group Euro FX/Swiss Franc Contract Specifications