CME Group Canadian Dollar

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Canadian dollar futures and options
Contract Unit 100,000 Canadian dollars
Trading Hours CME Globex: 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 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation Outrights: .00005 USD per CAD ($5.00 USD).

Consecutive Month Spreads (Globex only): 0.00001 USD per CAD (1.00 USD) All other Spread Combinations: 0.00002 USD per CAD (2.00 USD).

Product Code CME Globex: 6C

CME ClearPort: C1

Clearing: C1

Listed Contracts Contracts listed for the first 3 consecutive months and 20 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 business day immediately preceding the third Wednesday of the contract month (usually Tuesday).
Settlement Procedures Physical Delivery

Canadian Dollar Settlement Procedures "

Position Limits CME Position Limits
Exchange Rulebook CME 252
Block minimum Block Minimum Thresholds
Price Limit or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing

Notes[edit]

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[edit]

CME Group foreign currency products


Resources[edit]