Difference between revisions of "CME Group Australian Dollar/Japanese Yen"

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|months  = Six months in the March Quarterly Cycle. Mar, Jun, Sep, Dec. <!-- Contract months traded -->
|months  = Six months in the March Quarterly Cycle. Mar, Jun, Sep, Dec. <!-- Contract months traded -->
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
|ltd      = <!-- Rules for determining Last Trading Day -->
|ltd      = 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday). <!-- Rules for determining Last Trading Day -->
|unit    = 200,000 Australian dollars <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
|unit    = 200,000 Australian dollars <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
|ptval    = 1 point = 0.01 JPY/AUD = 2,000 JPY per contract <!-- Dollar (or other currency) value of a single contract point -->
|ptval    = 1 point = 0.01 JPY/AUD = 2,000 JPY per contract <!-- Dollar (or other currency) value of a single contract point -->
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
|tickVal  = Regular: 0.01 = 2,000 JPY
|tickVal  = .01 Japanese yen per Australian dollar increments (2,000 Japanese yen). .005 Japanese yen per Australian dollar increments (1,000 Japanese yen) for AUD/JPY futures intra-currency spreads executed electronically. <!-- Dollar (or other currency) amount of trading tick -->
Calendar Spread: 0.005 = 1,000 JPY <!-- Dollar (or other currency) amount of trading tick -->
|elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
|elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
|elHours  = Mon/Thur 5:00 p.m.-4:00 p.m. Sun & Holidays 3:00 p.m.-4:00 p.m. LTD (9:16 a.m.) <!-- Electronic trading hours; leave blank if none -->
|elHours  = 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) <!-- Electronic trading hours; leave blank if none -->
|elLimit  =  <!-- Price limits on electronic trading session; leave blank if none -->
|elLimit  =  <!-- Price limits on electronic trading session; leave blank if none -->
|elSym    = AJY <!-- Ticker symbol for electronic platform; leave blank if none -->
|elSym    = AJY <!-- Ticker symbol for electronic platform; leave blank if none -->
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== Resources ==
== Resources ==
 
*[http://www.cmegroup.com/trading/fx/fx/australian-dollar-japanese-yen_FO.html CME Group Australian Dollar/Japanese Yen Contract Specifications]
[http://www.cmegroup.com/trading/fx/fx/australian-dollar-japanese-yen_FO.html CME Group Australian Dollar/Japanese Yen Contract Specifications]
*[http://www.cmegroup.com/confluence/display/EPICSANDBOX/Australian+Dollar+Japanese+Dollar AUD/JPY Settlement Procedures]
*[http://www.cmegroup.com/rulebook/files/position-limits-cme.xlsx CME Position Limits]
*[http://www.cmegroup.com/rulebook/CME/III/300/309/309.pdf CME 309]
*[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 21:49, 19 June 2018



Australian Dollar/Japanese Yen futures
Exchange CME Group
Settlement Physically delivered
Contract Size 200,000 Australian dollars
Pricing Unit 1 point = 0.01 JPY/AUD = 2,000 JPY per contract
Tick Value .01 Japanese yen per Australian dollar increments (2,000 Japanese yen). .005 Japanese yen per Australian dollar increments (1,000 Japanese yen) for AUD/JPY futures intra-currency spreads executed electronically.
Contract Months Six 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).
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A 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 N/A AJY
Price Limits N/A N/A

Notes[edit]

Resources[edit]