CME Group Australian Dollar/New Zealand Dollar

From MarketsWiki
Jump to navigation Jump to search


RCGLogo-400px.jpg


Australian Dollar/New Zealand Dollar Futures
Contract Unit 200,000 Australian dollars
Trading Hours CME Globex: Sunday - 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)
CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation $.0001 New Zealand dollars per Australian dollar increments (20 New Zealand dollars). $.00005 New Zealand dollars per Australian dollar increments (10 New Zealand dollars) for AUD/NZD futures intra-currency spreads executed electronically.
Product Code CME Globex: ANE

CME ClearPort: AN

Clearing: AN

Listed Contracts Six months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Settlement Method Deliverable
Termination of Trading 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).
Settlement Procedures AUD/NZD Settlement Procedures
Position Limits CME Position Limits
Exchange Rulebook CME 310
Block minimum Block Minimum Thresholds
Price Limit or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing

Notes[edit]

Resources[edit]