CME Group Swiss Franc

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Swiss franc futures
Exchange CME Group
Settlement Physically delivered
Contract Size 125,000 Swiss Francs
Pricing Unit Need pricing unit!
Tick Value $.0001 per Swiss Franc increments ($12.50/contract). $.00005 per Swiss Franc increments ($6.25/contract) for CHF/USD futures intra-currency spreads executed electronically.
Contract Months Twenty months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Last Trading Day 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).
  Open Outcry Electronic
Trading Hours 7:20 a.m.-2:00 p.m. Chicago time (9:16 a.m. on last trading day) 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)
Ticker Symbol SF 6S
Price Limits N/A N/A
 
Swiss franc options
Trade Unit One futures contract
Point Value 1 point = $.0001 per franc = $12.50 per contract
Tick Value $.0001 per Swiss franc increments ($12.50/contract). Also, trades may occur at $.00005 ($6.25), $.00015 ($18.75), $.00025 ($31.25), $.00035 ($43.75), and $.00045 ($56.25), 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; 16 strikes up & down, and including, the strike nearest the money on Globex.
Exercise Style European
  Open Outcry Electronic
Trading Hours 7:20 a.m.-2:00 p.m. Central time (9:16 a.m. on last trading day) 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 CHU CHU
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


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