Difference between revisions of "CME Group Euro FX"

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elSym    = 6E|  
 
elSym    = 6E|  
 
outcry  = Y|  
 
outcry  = Y|  
ooHours  = 7:20 a.m.-2:00 p.m. Chicago time (9:16 a.m. on last trading day)|  
+
ooHours  = 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)|  
 
ooLimit  = |  
 
ooLimit  = |  
 
ooSym    = EC
 
ooSym    = EC
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opTickPt  = | <!-- option tick size in points -->
 
opTickPt  = | <!-- option tick size in points -->
 
opTickVal = Regular - 0.0001=$12.50; Cabinet trade - 0.00005=$6.25; Special "Half Tick" -  0.00005=$6.25 for premium<0.0005, spreads w/net premium<0.0005, non-generic combo trades<0.0010.  
 
opTickVal = Regular - 0.0001=$12.50; Cabinet trade - 0.00005=$6.25; Special "Half Tick" -  0.00005=$6.25 for premium<0.0005, spreads w/net premium<0.0005, non-generic combo trades<0.0010.  
|opExercise= American*| <!-- Exercise style, American, European or leave blank if not relevant -->
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|opExercise= European*| <!-- Exercise style, American, European or leave blank if not relevant -->
 
opElect  = Y| <!-- Any value if electronic trading is used -->
 
opElect  = Y| <!-- Any value if electronic trading is used -->
opEHours  =Sunday Friday: 5:00 p.m. 4:00 p.m. Central Time the next day, except on Friday – closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.|  
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opEHours  =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.|  
 
opELimit  = | <!-- Daily price limit for open outcry contract; leave blank if none -->
 
opELimit  = | <!-- Daily price limit for open outcry contract; leave blank if none -->
 
opESym    = '''Clearing''': Calls/Puts=EC. '''Ticker Calls and Puts''': EC. '''Globex''': 6E. '''Weekly Expiration Options (open outcry)''': Calls = 1XC/5XC, Puts = 1XP/5XP, AON = UG; Globex = 6E1-6E5
 
opESym    = '''Clearing''': Calls/Puts=EC. '''Ticker Calls and Puts''': EC. '''Globex''': 6E. '''Weekly Expiration Options (open outcry)''': Calls = 1XC/5XC, Puts = 1XP/5XP, AON = UG; Globex = 6E1-6E5
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}}
 
}}
 
== Notes ==
 
== Notes ==
'''*Note that the exchange in mid-2006 also introduced European, weekly, weekly European options for the Euro Futures. For more contract specification, please refer to [http://www.cmegroup.com/trading/fx/g10/euro-fx_contractSpecs_options.html Euro FX options specifications]
 
  
 
[[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. [http://www.cmegroup.com/market-data/quotes-charts/free-real-time-quotes/?show=FX]
 
[[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. [http://www.cmegroup.com/market-data/quotes-charts/free-real-time-quotes/?show=FX]
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== Resources ==
 
== Resources ==
 
[http://www.cmegroup.com/trading/fx/g10/euro-fx_contractSpecs_options.html Euro FX Contract Specifications]
 
[http://www.cmegroup.com/trading/fx/g10/euro-fx_contractSpecs_options.html Euro FX Contract Specifications]
 +
 
[[Category:CME Group]]
 
[[Category:CME Group]]
 +
 +
[http://www.cmegroup.com/rulebook/files/position-limits-cme.xlsx CME Position Limits]
 +
 +
[http://www.cmegroup.com/rulebook/CME/III/250/261/261.pdf CME 261]
 +
 +
[http://www.cmegroup.com/clearing/trading-practices/block-trades.html#cmeProducts Block Minimum Thresholds]
 +
 +
[http://www.cmegroup.com/rulebook/files/special-price-fluctuation-limits.xlsx Price Limits]
 +
 +
[http://www.cmegroup.com/tools-information/vendorSymbol.html Quote Vendor Symbols Listing]

Revision as of 13:18, 14 June 2018

SONIA Futures MarketsWiki 728x120.jpg


Euro futures
Exchange CME Group
Settlement Physically delivered
Contract Size 125,000 euros
Pricing Unit 1 point = $.0001 per Euro = $12.50 per contract
Tick Value Regular - 0.0001=$12.50; Calendar Spread - 0.00005=$6.25; All or None - 0.00005=$6.25
Contract Months Twenty months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Last Trading Day The second business day before third Wednesday of the contract month
  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 EC 6E
Price Limits N/A N/A
 
Euro options
Trade Unit One futures contract
Point Value 1 point = $.0001 per Euro = $12.50 per contract
Tick Value Regular - 0.0001=$12.50; Cabinet trade - 0.00005=$6.25; Special "Half Tick" - 0.00005=$6.25 for premium<0.0005, spreads w/net premium<0.0005, non-generic combo trades<0.0010.
Option Months 4 Quarterly, 2 Serial, 4 Weekly
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. Central1X - 5X 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 1X - 5X Clearing: Calls/Puts=EC. Ticker Calls and Puts: EC. Globex: 6E. Weekly Expiration Options (open outcry): Calls = 1XC/5XC, Puts = 1XP/5XP, AON = UG; Globex = 6E1-6E5
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

Euro FX Contract Specifications

CME Position Limits

CME 261

Block Minimum Thresholds

Price Limits

Quote Vendor Symbols Listing