CME Group Dollar Index

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Dollar Index futures
Exchange CME Group
Settlement Physically delivered
Contract Size $1,000 times the CME$INDEX (approximately $106,450)
Pricing Unit 1 point = $.01 of a CME$INDEX point = $10.00 per contract
Tick Value Regular: 0.01 = $10.00

Calendar Spread: 0.005 = $5.00

Contract Months Six months in the March Quarterly Cycle. March, June, September, December.
Last Trading Day Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Sundays-Friday: 5:00 p.m. – 4:00 p.m. Central Time. Except on Friday – closes at 4:00 p.m. and reopens Sunday at 5:00 p.m. CT.
Ticker Symbol N/A FXD
Price Limits N/A N/A
 
Dollar Index options
Trade Unit One futures contract
Point Value 1 point = $.01 of a CME$INDEX = $10.00 per contract
Tick Value Regular: 0.01 = $10.00

Cab: 0.005 = $5.00

Special "Half Tick" 0.005 = $5.00 for premium < 0.05, spreads w/net premium < 0.05, non-generic combo trades with total premium < 0.10.

Option Months Four months in the March quarterly cycle, two months not in the March cycle (serial months), plus 4 weekly expiration options.
Strike Prices Need strike price description!
  No Open Outcry Electronic
Trading Hours N/A Mon/Thurs 5:00 p.m.-7:15 a.m. & 2:00 p.m.-4:00 p.m. Sun/Holidays 3:00 p.m.-7:15 a.m.
Ticker Symbol N/A
  • Clearing = DR
  • Ticker = USX
  • GLOBEX = DR

Weekly Expiration Options:

  • Calls = 1LC/5LC
  • Puts = 1LP/5LP
  • AON = USA (100 Threshold)
Price Limits N/A N/A

Notes[edit]

Resources[edit]

CME Group Dollar Index Contract Specifications