Difference between revisions of "CME Group Dollar Index"
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Revision as of 21:39, 10 August 2011
Dollar Index futures | ||
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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 | Mon/Thurs 5:00 p.m. to 4:00 p.m. Sun & Holidays 3:00 p.m. to 4:00 p.m. |
Ticker Symbol | N/A | USX |
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 |
Weekly Expiration Options:
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Price Limits | N/A | N/A |