CME Group Canadian Dollar
Jump to navigation
Jump to search
| 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