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

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{| class="wikitable"
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|-
{{Contract
! colspan="3" | Australian Dollar/Japanese Yen Futures
|exch    = CME Group <!-- Exchange name or acronym-->
|-
|cname    = Australian Dollar/Japanese Yen <!-- Contract name, like Feeder Cattle, 100 oz Gold, S&P 500 Index -->
| Contract Unit
|commod  = Exchange Rate <!-- Simple name of the commodity, e.g. Cattle, Gold, Stock Market Index -->
| colspan="2" | 200,000 Australian dollars
|ctype    = Financial <!-- Type of commodity, e.g. Agricultural, Financial, Weather, Emissions -->
|-
|settle  = P <!-- C for cash settled, B for both cash and physical, P or leave blank for physical -->
| rowspan="2" | Trading Hours
|months  = Six months in the March Quarterly Cycle. Mar, Jun, Sep, Dec. <!-- Contract months traded -->
| CME Globex:
|fnd      = <!-- Rules for determining First Notice Date, or blank if none -->
| 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)
|ltd      =  <!-- Rules for determining Last Trading Day -->
|-
|unit    = 200,000 Australian dollars <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
| CME ClearPort:
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
| 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
|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 -->
| Minimum Price Fluctuation
|tickVal  = Regular: 0.01 = 2,000 JPY
| colspan="2" | .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.
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 -->
| Product Code
|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 -->
| colspan="2" | CME Globex: AJY
|elLimit  =  <!-- Price limits on electronic trading session; leave blank if none -->
CME ClearPort: AJ
|elSym    = AJY <!-- Ticker symbol for electronic platform; leave blank if none -->
|outcry  =  <!-- Y if an open outcry session exists for trading; leave blank if electronic only -->
|ooHours  =  <!-- Open outcry trading hours; leave blank if none -->
|ooLimit  = <!-- Price limits on open outcry trading session; leave blank if none -->
|ooSym    =  <!-- Ticker symbol for open outcry session; leave blank if none -->


<!-- The following section is for option data -- leave blank if options are not relevant -->
Clearing: AJ
|oed      = <!-- Rules for determining Option Expiration Day -->
|-
|options  =  <!-- Any value if option data is being provided -->
| Listed Contracts
|opUnit    = <!-- Trade unit -- leave blank unless it's something other than "One futures contract" -->
| colspan="2" | Six months in the March quarterly cycle (Mar, Jun, Sep, Dec)
|opMonths  =  <!-- List of option months -->
|-
|opPtdesc  = <!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce -->
| Settlement Method
|opPtval  =  <!-- dollar (or other currency) value of one market point -->
| colspan="2" | Deliverable
|opTickPt  = <!-- option tick size in points -->
|-
|opTickVal = <!-- option tick size in currency -->
| Termination of Trading
|opExercise= <!-- Exercise style, American, European or leave blank if not relevant -->
| colspan="2" | 9:16 a.m. Central Time (CT) on the second business day immediately preceding the third Wednesday of the contract month (usually Monday).
|opElect  =  <!-- Any value if electronic trading is used -->
|-
|opEHours  =  <!-- trading hours for electronic platform; leave blank if none -->
| Settlement Procedures
|opELimit  = <!-- Daily price limit for electronic platform; leave blank if none -->
| colspan="2" | AUD/JPY Settlement Procedures
|opESym    =  <!-- Ticker symbol for electronic session -->
|-
|opOutcry  =  <!-- Any value if open outcry is used -->
| Position Limits
|opOHours  = <!-- trading hours for open outcry session; leave blank if none -->
| colspan="2" | CME Position Limits
|opOLimit  =  <!-- Daily price limit for open outcry session; leave blank if none -->
|-
|opOSym    =  <!-- Ticker symbol for open outcry session -->
| Exchange Rulebook
|opStrike  = <!-- Strike price interval description -->
| colspan="2" | CME 309
}}
|-
| Block minimum
| colspan="2" | Block Minimum Thresholds
|-
| Price Limit or Circuit
| colspan="2" | Price Limits
|-
| Vendor Codes
| colspan="2" | Quote Vendor Symbols Listing
|}
== Notes ==
== Notes ==


== Resources ==
== Resources ==
*[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/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]


[http://www.cmegroup.com/trading/fx/fx/australian-dollar-japanese-yen_FO.html CME Group Australian Dollar/Japanese Yen Contract Specifications]
[[Category:Exchange Rate Futures Contracts]]
[[Category:Futures Contracts Traded on CME Group]]
[[Category:Financial Futures Contracts]]
[[Category:Futures Data in Template]]

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]