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

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! colspan="3" | Australian Dollar/Japanese Yen futures
! colspan="3" | Australian Dollar/Japanese Yen Futures
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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]
*[https://www.cmegroup.com/trading/fx/g10/australian-dollar-japanese-yen_contract_specifications.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/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/files/position-limits-cme.xlsx CME Position Limits]

Latest revision as of 15:55, 14 January 2021


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Australian Dollar/Japanese Yen Futures
Contract Unit 200,000 Australian 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 from 5:45 p.m. – 6:00 p.m. CT
Minimum Price Fluctuation .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.
Product Code CME Globex: AJY

CME ClearPort: AJ

Clearing: AJ

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/JPY Settlement Procedures
Position Limits CME Position Limits
Exchange Rulebook CME 309
Block minimum Block Minimum Thresholds
Price Limit or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing

Notes[edit]

Resources[edit]