CME Group Euro FX/Polish Zloty

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Euro FX/Polish Zloty Futures
Contract Unit 500,000 Polish zloty
Trading Hours CME Globex: Sundays: 5:00 p.m. – 4:00 p.m. Central Time (CT) next day. Monday – Friday: 5:00 p.m. – 4:00 p.m. CT the next day, except on Friday – closes at 4:00 p.m. and reopens Sunday at 5:00 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 0.00002 per pln=$10.00
Product Code CME Globex: EPZ

CME ClearPort: Z

Clearing: Z

Listed Contracts Six months in the March quarterly cycle (Mar, Jun, Sep, Dec)
Settlement Method Deliverable
Termination of Trading Trading terminates on 2nd friday before the 3rd wednesday of the contract month. if that is not a business day then it is the business day before that in "ctm"
Settlement Procedures PLN/EUR Settlement Procedures
Position Limits CME Position Limits
Exchange Rulebook CME 317
Block Minimum Block Minimum Thresholds
Price Limit or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing
Euro FX/Polish Zloty Options
Contract Unit One futures contract for 500,000 Polish zloty
Minimum Price Fluctuation 0.00002 per Polish zloty increment = €10.00

0.00001 per Polish zloty increment = €5.00 for premium below 0.00010

Price Quotation Euro per Polish zloty increment
Trading Hours CME Globex: Sunday 5:00 p.m. - Friday - 4:00 p.m. CT with a 60-minute break each day beginning at 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
Open Outcry: 7:20 a.m. – 2:00 p.m. CT
Product Code CME Globex: EPL

CME ClearPort: Z

Open Outcry: Z

Clearing: Z

Listed Contracts Quarterly contracts (Mar, Jun, Sep, Dec) listed for 4 consecutive quarters and serial contracts listed for 3 consecutive months
Settlement Procedures Options on physical delivery futures contract
Termination of Trading Trading terminates at 9:00 a.m. CT on the second Friday prior to the third Wednesday of the contract month.
Position Limits CME Position Limits
Excahnge Rulebook CME 317A
Block Minimum Block Minimum Thresholds
Price Limit or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing
Exercise Style European style. Auto-exercised against CME Group FX Fixing Price; no contrary instructions allowed.

In-the-money (ITM) strikes exercised. Out-of-the-money (OTM) strikes abandoned. An option is ITM if the CME Group FX Fixing Price for the underlying futures contract is equal to or above the strike price in the case of a call or below the strike price in the case of a put.

Settlement Method Deliverable
Underlying Polish Zloty/Euro (PLN/EUR) Cross Rate Futures

Notes[edit]

Resources[edit]

CME Group Euro FX/Polish Zloty Contract Specifications